Medium Problems: QUANEW Only Linear Constraints Small Problems: TRUREG (NEWRAP, NRRIDG) () where the Hessian matrix is not expensive to compute. Sometimes NRRIDG can be faster than TRUREG, but TRUREG ...

If the Hessian is not positive definite, a multiple of the identity matrix is added to the Hessian matrix to make it positive definite (Eskow and Schnabel 1991). In each iteration, a line search is ...