Sensitivity of trust-region algorithms on their parameters

  • Nicholas I. M. Gould
  • Dominique Orban
  • Annick Sartenaer
  • Philippe L. Toint
    • Categories Bound-constrained Optimization, Unconstrained Optimization Tags , , Short URL: https://optimization-online.org/?p=9583

    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.

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    Technical Report TR_04/06, Department of Mathematics, University of Namur, Namur, Belgium

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