next up previous
Next: The Linear Equation Solver Up: Keywords Previous: Solving the Inner-Iteration Subproblem

The Cauchy Point



The (approximate) solution of the subproblem at each iteration is divided into two stages (see method section). In the first, a one dimensional search is made along a piecewise linear arc, the Cauchy  arc. The first local optimizer of the model  function along the arc is known as the Cauchy point.  The user may choose whether this point should be found accurately, by using the EXACT-CAUCHY-POINT-REQUIRED keyword, or whether a suitable approximation suffices, by including the keyword INEXACT-CAUCHY-POINT-REQUIRED. A default

is used.