Attempt at a new API #17
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So this is the structure that I thought we were talking about.
inv_hessian_dotandhessian_dot), updating the model, as well as storing information related to the model (e.g. values at each iteration)Couple things to highlight:
stepsassociated with each quasi-newton methods. For me, the steps are computed by the subproblem algorithm and I'm not sure where thestepwould be used within the subproblem. Maybe eachstepwill move to its own subproblem.Modeland trust region is stored withinTrustRegion. I didn't put in any structure for what will/needs to be stored, but hopefully, this is general enough to support @tczorro 's code. This amounts to moving the parts of thePointclass associated withModelandTrustRegionto the corresponding class. The trust region data is assumed to always be independent of the model data. I'm not sure how well this plays with @tczorro 'sOptLoop.