Trust Region Method's Home Page

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Trust Region is a technique for optimization. Trust region algorithms generate new iterates within a region near (normally centered at) the current iteration point. This region is called the trust region. Trust region idea can be traced to Powell's papers in the 70's of last century. Though the name "trust region" was first used by ... In the old days, trust region methods are also called "restricted step methods"

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Ya-xiang Yuan Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, China tel +86-10-6255-9001, +86-10-6255-4590 Fax +86-10-6254-2285 e-mail: yyx@lsec.cc.ac.cn