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