tr_pds
Use direct search as the local search in a trust region method
Specification
Alias: None
Arguments: None
Description
The search_method control is defined for all Newton-based
optimizers and is used to select between trust_region,
gradient_based_line_search, and value_based_line_search methods.
The gradient_based_line_search option uses the line search method
proposed by [MT94]. This option
satisfies sufficient decrease and curvature conditions; whereas,
value_base_line_search only satisfies the sufficient decrease
condition. At each line search iteration, the
gradient_based_line_search method computes the function and gradient
at the trial point. Consequently, given expensive function
evaluations, the value_based_line_search method is preferred to the
gradient_based_line_search method. Each of these Newton methods
additionally supports the tr_pds selection for unconstrained
problems. This option performs a robust trust region search using
pattern search techniques. Use of a line search is the default for
bound-constrained and generally-constrained problems, and use of a
trust_region search method is the default for unconstrained problems.
