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. Recommanded ranges of values for these parameters are exhibited on the basis of extensive numerical tests.
Citation
Technical Report TR_04/06, Department of Mathematics, University of Namur, Namur, Belgium