Sensitivity of trust-region algorithms to their parameters

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

    Research output: Contribution to journalArticlepeer-review

    89 Downloads (Pure)

    Abstract

    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
    Journal4OR
    Volume3
    Issue number3
    DOIs
    Publication statusPublished - 1 Sep 2005

    Fingerprint Dive into the research topics of 'Sensitivity of trust-region algorithms to their parameters'. Together they form a unique fingerprint.

    Cite this