Intel® oneAPI Math Kernel Library
Ask questions and share information with other developers who use Intel® Math Kernel Library.
This community is designed for sharing of public information. Please do not share Intel or third-party confidential information here.

Trust Region Size Parameter Choise


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


0 Kudos
0 Replies