A New Strategy for Choosing the Radius Adjusting Parameters in Trust Region Methods
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Abstract:
Trust region methods are a class of important and efficient methods for solving unconstrained optimization problems. The efficiency of these methods strongly depends on the initial parameter, especially radius adjusting parameters. In this paper, we propose a new strategy for choosing the radius adjusting parameters. Numerical results from testing the new idea to solve a class of unconstrained optimization problems from CUTEst package [7] show that the new idea increases the efficiency of trust region methods.
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Journal title
volume 16 issue 2
pages 89- 95
publication date 2019-07
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