This code is based on the following paper:
P. D. Tao and L. T. H. An. A D.C. optimization algorithm for solving the trust-region subproblem. SIAM Journal on Optimization, 8(2):476–505, 1998.
Built and tested using python 3.5.
Suggestions, bug reports, and improvements are welcome.
Notes: code is an alpha release and is not thoroughly tested. Existing tests use scipy.optimize.minimize and may fail when SLSQP finds a local minima.