Sensitivity of trust-region algorithms to their parameters |
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| Authors: | Nicholas I M Gould Dominique Orban Annick Sartenaer Phillipe L Toint |
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| Institution: | (1) Computational Science and Engineering Departement, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK;(2) Département de Mathématiques et Génie Industriel, Ecole Polytechnique de Montréal, 2900, Bd E. Montpetit, H3T 1J4 Montréal, Canada;(3) Department of Mathematics, University of Namur, 61, rue de Bruxelles, 5000 Namur, Belgium |
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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.
MSC classification:
65K05, 90C26, 90C30 |
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| Keywords: | Unconstrained programming trust-region methods algorithmic parameters |
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