This is a library that provides various methods related to the trust region subproblem.

A detailed description of the problem and the method as well as the implementation can be found in the following preprint:

F. Lenders, C. Kirches, A. Potschka: trlib: A vector-free implementation of the GLTR method for iterative solution of the trust region problem, submitted to Optimization, Methods and Software.

Getting started

Installation instructions and examples usage are explained in the documentation.