Question: Consider the following trust-region algorithm: Specify some xo as an initial guess. Let the constants T1,72 (0, 1) are given. Typical values are 7=

Consider the following trust-region algorithm: Specify some xo as an initial guess.

 

Consider the following trust-region algorithm: Specify some xo as an initial guess. Let the constants T1,72 (0, 1) are given. Typical values are 7= 72 = 1 For k = 0, 1,... If r is optimal, then stop. Compute where Pk = == f(xk) - f(xk+Pk) f(xk) - VK(PK) 1 (Pk) = f(x) + f(xx)pk + pf(xx)pk with pk if Pk T then the step is failed: K+1=k := 2p. if T1 < P < T2 then the step is predicted: 2+1=k+Pk l := l. if P> T2 then the step is very good: K+1=k+Pk, l := //p. Compute the trust-region radius Ak = ||PK ()||. -( f(x) + l)-f(x)). To minimize the function f(x, ) = e+- + (x-x) (a) Let xo = (1, 1). Apply the full Newton step to give . (b) Let zo = (1, 1)7. Calculate the trust-region search direction with initial value = 1. Would you accept this step in the trust region algorithm above or u should be changed?

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