This is a library that provides various methods related to the trust region subproblem.
A detailed description of the problem and the method as well as the implementation can be found in the following preprint:
F. Lenders, C. Kirches, A. Potschka: trlib: A vector-free implementation of the GLTR method for iterative solution of the trust region problem, submitted to Optimization, Methods and Software.
Installation instructions and examples usage are explained in the documentation.