Question: Consider the following trust - region algorithm: Specify some x 0 as an initial guess. Let the constants 1 , 2 i n ( 0
Consider the following trustregion algorithm: Specify some as an
initial guess. Let the constants are given. Typical values
are
For dots
If is optimal, then stop.
Compute
where
gradf
with :gradf
if then the step is failed: ::
if then the step is predicted: ::
if then the step is very good: ::
Compute the trustregion radius
To minimize the function
a Let Apply the full Newton step to give
b Let Calculate the trustregion search direction with
initial value Would you accept this step in the trust region
algorithm above or should be changed?
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