Article ID: | iaor19942440 |
Country: | China |
Volume: | 7 |
Issue: | 4 |
Start Page Number: | 353 |
End Page Number: | 361 |
Publication Date: | Oct 1991 |
Journal: | Acta Mathematicae Applicatae Sinica |
Authors: | Wu Shiquan, Wu Fang |
The most time consuming work of the trust region method for unconstrained minimization is to compute a trust region step. This note tries to generalize the way of selecting a trust region and then discusses how to compute a trust region step quickly.