Sensitivity of trust-region algorithms to their parameters
作者： Nicholas I. M. Gould , Dominique Orban , Annick Sartenaer , Phillipe L. Toint
DOI: 10.1007/S10288-005-0065-Y
关键词:
摘要: In this paper, we examine the sensitivity of trust-region algorithms on parameters related to step acceptance and update trust region. We show, in context unconstrained programming, that numerical efficiency these can easily be improved by choosing appropriate parameters. Recommended ranges values for are exhibited basis extensive tests.
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