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Persistent URL http://purl.org/net/epubs/work/40544
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Record Id 40544
Title Sensitivity of trust-region algorithms to their parameters
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
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Related Research Object(s): 33857
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Language English (EN)
Type Details URI(s) Local file(s) Year
Journal Article 4OR: A Quarterly Journal of Operations Research 3, no. 1 (2005): 227-241. doi:10.1007/s10288-005-0065-y 2005