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Minimization of scalar function of one or more variables using
the Newton conjugate gradient trust-region algorithm.
Options
-------
initial_trust_radius : float
Initial trust-region radius.
max_trust_radius : float
Maximum value of the trust-region radius. No steps that are longer
than this value will be proposed.
eta : float
Trust region related acceptance stringency for proposed steps.
gtol : float
Gradient norm must be less than `gtol` before successful
termination.
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Solve the subproblem using a conjugate gradient method.
Parameters
----------
trust_radius : float
We are allowed to wander only this far away from the origin.
Returns
-------
p : ndarray
The proposed step.
hits_boundary : bool
True if the proposed step is on the boundary of the trust region.
Notes
-----
This is algorithm (7.2) of Nocedal and Wright 2nd edition.
Only the function that computes the Hessian-vector product is required.
The Hessian itself is not required, and the Hessian does
not need to be positive semidefinite.
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