4OR

, Volume 3, Issue 3, pp 227–241 | Cite as

Sensitivity of trust-region algorithms to their parameters

  • Nicholas I. M. Gould
  • Dominique Orban
  • Annick Sartenaer
  • Phillipe L. Toint
Article

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.

Keywords:

Unconstrained programming trust-region methods algorithmic parameters 

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Copyright information

© Springer-Verlag Berlin/Heidelberg 2005

Authors and Affiliations

  • Nicholas I. M. Gould
    • 1
  • Dominique Orban
    • 2
  • Annick Sartenaer
    • 3
  • Phillipe L. Toint
    • 3
  1. 1.Computational Science and Engineering DepartementRutherford Appleton LaboratoryChiltonUK
  2. 2.Département de Mathématiques et Génie IndustrielEcole Polytechnique de MontréalMontréalCanada
  3. 3.Department of MathematicsUniversity of NamurNamurBelgium

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