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The Cauchy Point

keywords:

EXACT-CAUCHY-POINT-REQUIRED
INEXACT-CAUCHY-POINT-REQUIRED

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

EXACT-CAUCHY-POINT-REQUIRED
is used.