keywords:
INFINITY-NORM-TRUST-REGION-USED
TWO-NORM-TRUST-REGION-USED
Each iteration of LANCELOT involves finding an approximation to the
optimium value of a suitable quadratic model
of the merit function within a
suitably shaped region surrounding the current iterate. This region is
known as the trust region. The user may choose between a ``box''
shaped, infinity norm region, which is specified by the keyword
INFINITY-NORM-TRUST-REGION-USED and a ``spherical'' shaped
region, which
arises when the TWO-NORM-TRUST-REGION-USED keyword is used. The
default is for
