Sensitivity of trust-region algorithms to their parameters

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

doi:10.1007/s10288-005-0065-y

Sensitivity of trust-region algorithms to their parameters

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

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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 language	English
Pages (from-to)	227-241
Number of pages	15
Journal	4OR
Volume	3
Issue number	3
DOIs	https://doi.org/10.1007/s10288-005-0065-y
Publication status	Published - 1 Sept 2005

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10.1007/s10288-005-0065-y

52248Accepted author manuscript, 410 KB

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title = "Sensitivity of trust-region algorithms to their parameters",

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. {\textcopyright} Springer-Verlag 2005.",

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Sensitivity of trust-region algorithms to their parameters

Abstract

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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

Determination of optimal parameters for trust region methods in nonlinear optimization

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Sensitivity of trust-region algorithms to their parameters

Abstract

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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

Determination of optimal parameters for trust region methods in nonlinear optimization

Cite this