Ticket #30041

Set a lower limit to a trust radius

Open Date: 2012-11-07 18:56 Last Update: 2012-11-07 18:56

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Open [Owner assigned]
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Priority:
5 - Medium
Severity:
6
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Details

In optimization process employing the BFGS method, if an approximate Hessian matrix is poor, a trust radius goes smaller and smaller as an optimization process proceeds. And if an approximate Hessian is too poor, a trust radius goes too small and it seems to lead the calculation to the numerically unstable situation. By setting a lower limit to a trust radius, I think this problem can be avoided.

Ticket History (1/1 Histories)

2012-11-07 18:56 Updated by: ktns
  • New Ticket "Set a lower limit to a trust radius" created

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