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A New Technique for Estimating the Lower Bound of the Trust-Region Subproblem

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DOI: 10.4236/am.2011.24052    5,062 Downloads   8,262 Views  
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Trust-region methods are popular for nonlinear optimization problems. How to determine the predicted reduction of the trust-region subproblem is a key issue for trust-region methods. Powell gave an estimation of the lower bound of the trust-region subproblem by considering the negative gradient direction. In this article, we give an alternate way to estimate the same lower bound of the trust-region subproblem.

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X. Luo, "A New Technique for Estimating the Lower Bound of the Trust-Region Subproblem," Applied Mathematics, Vol. 2 No. 4, 2011, pp. 424-426. doi: 10.4236/am.2011.24052.


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