Abstract
| Original language | English |
|---|---|
| Pages (from-to) | 1788-1803 |
| Number of pages | 16 |
| Journal | SIAM Journal on Scientific Computing |
| Volume | 18 |
| Issue number | 6 |
| Publication status | Published - 1997 |
Fingerprint
Cite this
}
Automatic determination of an initial trust region in nonlinear programming. / Sartenaer, Annick.
In: SIAM Journal on Scientific Computing, Vol. 18, No. 6, 1997, p. 1788-1803.Research output: Contribution to journal › Article
TY - JOUR
T1 - Automatic determination of an initial trust region in nonlinear programming
AU - Sartenaer, Annick
PY - 1997
Y1 - 1997
N2 - This paper presents a simple but efficient way to find a good initial trust region radius in trust region methods for nonlinear optimization. The method consists of monitoring the agreement between the model and the objective function along the steepest descent direction, computed at the starting point. Further improvements for the starting point are also derived from the information gleaned during the initializing phase. Numerical results on a large set of problems show the impact the initial trust region radius may have on trust region methods behaviour and the usefulness of the proposed strategy.
AB - This paper presents a simple but efficient way to find a good initial trust region radius in trust region methods for nonlinear optimization. The method consists of monitoring the agreement between the model and the objective function along the steepest descent direction, computed at the starting point. Further improvements for the starting point are also derived from the information gleaned during the initializing phase. Numerical results on a large set of problems show the impact the initial trust region radius may have on trust region methods behaviour and the usefulness of the proposed strategy.
M3 - Article
VL - 18
SP - 1788
EP - 1803
JO - SIAM Journal on Scientific Computing
JF - SIAM Journal on Scientific Computing
SN - 1064-8275
IS - 6
ER -