Along this period, we have developed a calculation method that uses the Trust Region MKL API (with constraints).
We have build a procedure that works with this TR algorithm.
The procedure is called 4 times. Each time it is called it uses the previous results as input and the trust region size parameter change consequently: 100, 10, 1, 0.1
We know that there is not a criteria of choise "region size parameter" so we decided to adopt this rule.
is this choise correct, or it is enough to use alway only one value?
maybe the order of these values can change something!
Thank you very much