Sensitivity of trust-region algorithms to their parameters
نویسندگان
چکیده
منابع مشابه
Sensitivity of trust-region algorithms to their parameters
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 exte...
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ژورنال
عنوان ژورنال: 4OR
سال: 2005
ISSN: 1619-4500,1614-2411
DOI: 10.1007/s10288-005-0065-y