AUTOMATIC-DETERMINATION OF AN INITIAL TRUST REGION IN NONLINEAR-PROGRAMMING

This paper presents a simple but efficient way to find a good initial trust region radius (ITRR) in trust region methods for nonlinear optim ization. The method consists of monitoring the agreement between the m odel and the objective function along the steepest descent direction, computed at the starting point. Further improvements for the starting point are also derived from the information gleaned during the initial izing phase. Numerical results on a large set of problems show the imp act the initial trust region radius may have on trust region methods b ehavior and the usefulness of the proposed strategy.