BlockOpt.jl

Supplemental Software to QN Optimization with Hessian Samples article.

See the documentation to learn more about the BlockOpt software.

Installation

The BlockOpt package installs as

julia> ]
pkg> add https://github.com/danphenderson/TRS.jl
pkg> add https://github.com/danphenderson/BlockOpt.jl # backspace returns to julia prompt 

in the Julia's Pkg REPL mode.

In a notebook environment BlockOpt installs as

using Pkg
Pkg.add(url="https://github.com/danphenderson/TRS.jl")
Pkg.add(url="https://github.com/danphenderson/BlockOpt.jl")

using the Julia package manager Pkg.jl.

The TRS package does not install with the BlockOpt.jl supported Julia release versions ≥ v1.3.0. The TRS package supports earlier releases of Julia. The BlockOpt trust-region subproblem solver uses trs_small from an updated TRS.jl branch, installable on all BlockOpt supported Julia releases. There is an open pull request to merge the forked TRS branch used in BlockOpt.jl.