Trust-region method (source code)

= Trust-region method

A <trust-region method> approximately minimizes a local model inside a bounded neighborhood, then tests the step using the <trust-region acceptance ratio>. Poor agreement rejects the trial and shrinks the radius; sufficient agreement accepts it; very good agreement may justify expanding the radius. A <fraction of Cauchy decrease> gives a quantitative minimum quality for approximate subproblem solves. The radius is an adaptive measure of the model's usable range, rather than a prescribed sequence tending to zero.