Investigate the strategy for switching derivative-free PSB updated Hessian to least Frobenius norm Hessian #60
Description
Feature description
LINCOA adopts a strategy that is different from NEWUOA. According to the last Powell's talk that I listened to, the strategy works much better than the one in NEWUOA, at least in the case of LINCOA. We must investigate what strategy is the best for COBYQA.
See also the strategy in BOBYQA.
Proposed solution
No response
Considered alternatives
No response