From c693f2ce10e7113466badeabd8b9ab0d9cc83764 Mon Sep 17 00:00:00 2001
From: FHoltorf <32248677+FHoltorf@users.noreply.github.com>
Date: Thu, 14 Sep 2023 16:30:53 -0400
Subject: [PATCH] add Nocedal and Wright trust region updating scheme

---
 src/trustRegion.jl | 25 ++++++++++++++++++++++++-
 1 file changed, 24 insertions(+), 1 deletion(-)

diff --git a/src/trustRegion.jl b/src/trustRegion.jl
index 19d5ef0ad..12289c9a2 100644
--- a/src/trustRegion.jl
+++ b/src/trustRegion.jl
@@ -32,6 +32,13 @@ EnumX.@enumx RadiusUpdateSchemes begin
     """
     NLsolve
 
+    """
+    `RadiusUpdateSchemes.NLsolve`
+
+    Nocedal and Wright updating scheme 
+    """
+    NW
+
     """
     `RadiusUpdateSchemes.Hei`
 
@@ -180,7 +187,7 @@ function TrustRegion(; chunk_size = Val{0}(),
     autodiff = Val{true}(),
     standardtag = Val{true}(), concrete_jac = nothing,
     diff_type = Val{:forward}, linsolve = nothing, precs = DEFAULT_PRECS,
-    radius_update_scheme::RadiusUpdateSchemes.T = RadiusUpdateSchemes.Simple, #defaults to conventional radius update
+    radius_update_scheme::RadiusUpdateSchemes.T = RadiusUpdateSchemes.NW, #defaults to conventional radius update
     max_trust_radius::Real = 0 // 1,
     initial_trust_radius::Real = 0 // 1,
     step_threshold::Real = 1 // 10000,
@@ -540,6 +547,22 @@ function trust_region_step!(cache::TrustRegionCache)
         if iszero(cache.fu) || cache.internalnorm(cache.fu) < cache.abstol
             cache.force_stop = true
         end
+    
+    elseif radius_update_scheme === RadiusUpdateSchemes.NW
+        # accept/reject decision
+        if r > cache.step_threshold # accept
+            take_step!(cache)
+            cache.loss = cache.loss_new
+            cache.make_new_J = true
+        else # reject
+            cache.make_new_J = false
+        end
+
+        if r < 1 // 4
+            cache.trust_r = (1 // 4) * norm(cache.step_size)
+        elseif (r > (3 // 4)) && abs(norm(cache.step_size) - cache.trust_r)/cache.trust_r < 1e-6
+            cache.trust_r = min(2*cache.trust_r, cache.max_trust_r)
+        end  
 
     elseif radius_update_scheme === RadiusUpdateSchemes.Hei
         if r > cache.step_threshold