Welcome to TRLib’s documentation!

TRLib is a library that provides various methods related to the trust region subproblem and in particular implements the Generalized Lanczos Method [Gould1999] for iterative solution of the trust region subproblem:

A detailed description of the problem and the method as well as the implementation can be found in [Lenders2016].

Contents:

• Installation
  • Dependencies
  • Ubuntu/Debian Packages
  • Compilation
  • CMake Options
• Matlab Interface
  • Installation
  • Usage
  • Hotstart
  • Matlab API Documentation
• Python Interface
  • Installation
  • Usage
  • Functions
• Julia Interface
  • Installation
  • Usage
• C Example
• CAPI trlib_krylov
  • Functions
  • Definitions
• CAPI trlib_tri_factor
  • Functions
  • Definitions
• CAPI trlib_leftmost
  • Functions
  • Definitions
• CAPI trlib_eigen_inverse
  • Functions
  • Definitions
• CAPI trlib_quadratic_zero
  • Functions
  • Definitions
• CAPI trlib_types
  • Functions
  • Definitions
• References

Indices and tables

• Index
• Module Index
• Search Page