TITLE:
A New Technique for Estimating the Lower Bound of the Trust-Region Subproblem
AUTHORS:
Xinlong Luo
KEYWORDS:
Trust-Region Method, Unconstrained Optimization, Trust-Region Subproblem
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.4,
March
31,
2011
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.