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

Xinlong Luo

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DOI: 10.4236/am.2011.24052                

Abstract

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.

Keywords

Trust-Region Method, Unconstrained Optimization, Trust-Region Subproblem

Conflicts of Interest

The authors declare no conflicts of interest.

References

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