Sensitivity of trust-region algorithms to their parameters

Nick Gould, D. Orban, A. Sartenaer, Philippe Toint

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    In this paper, we examine the sensitivity of trust-region algorithms on the parameters related to the step acceptance and update of the trust region. We show, in the context of unconstrained programming, that the numerical efficiency of these algorithms can easily be improved by choosing appropriate parameters. Recommended ranges of values for these parameters are exhibited on the basis of extensive numerical tests. © Springer-Verlag 2005.
    Original languageEnglish
    Pages (from-to)227-241
    Number of pages15
    Issue number3
    Publication statusPublished - 1 Sept 2005


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