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Investigate the strategy for switching derivative-free PSB updated Hessian to least Frobenius norm Hessian #60

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zaikunzhang opened this issue Aug 29, 2022 · 0 comments
Open

Investigate the strategy for switching derivative-free PSB updated Hessian to least Frobenius norm Hessian #60

zaikunzhang opened this issue Aug 29, 2022 · 0 comments
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enhancement New feature or request

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Feature description

LINCOA adopts a strategy that is different from NEWUOA. According to the last Powell's talk that I listened to, the strategy works much better than the one in NEWUOA, at least in the case of LINCOA. We must investigate what strategy is the best for COBYQA.

See also the strategy in BOBYQA.

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@zaikunzhang zaikunzhang added the enhancement New feature or request label Aug 29, 2022
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