Sensitivity of trust-region algorithms to their parameters

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Persistent URL	http://purl.org/net/epubs/work/33857
Record Status	Checked
Record Id	33857
Title	Sensitivity of trust-region algorithms to their parameters
Contributors	N I M Gould, PL Toint, D Orban, A Sartenaer
Abstract	In this paper, we examine the sensitivity of trust-region algorithms on parameters related to the step acceptance test and to the update of the trust region radius. We show, in the context of unconstrained programming, that the numerical e ciency of these algorithms can easily be im-proved by choosing appropriate parameters. We recommend ranges of values for these parameters based on extensive numerical tests.
Organisation	CCLRC , ESC , CSE-NAG
Keywords
Funding Information
Related Research Object(s):	40544
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2004-030. 2004.		gostRAL2004030.pdf	2004