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Newton with trust regions questions / issues

Open NittanyLion opened this issue 4 years ago • 2 comments

Two questions / issues:

  1. Line 372 of newton_trust_region.jl has

delta = 0.25 * norm(x_diff)

but this appears to be a new delta. Should the left hand side be state.delta?

  1. Various tolerances are hard-coded. For instance, lines 24 and 28 have 1e-10. Are these choices still optimal for big floats?

NittanyLion avatar Nov 19 '21 16:11 NittanyLion

delta = 0.25 * norm(x_diff)

Oh no, that is definitely a bug. Thank you!

Various tolerances are hard-coded No, they're not even necessarily optimal for any problem with Float64. They could certainly be exposed.

pkofod avatar Feb 04 '22 09:02 pkofod

Thanks!

NittanyLion avatar Feb 04 '22 14:02 NittanyLion