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.

• Type: Journal
• Year: 2005
• Where: 4OR
• Authors: Nicholas I. M. Gould, Dominique Orban, Annick Sartenaer, Philippe L. Toint
• Keywords: 4OR 2005, Appropriate Parameters, Parameters, Trust-region Algorithms