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Trust-region acceptance ratio (ρk​=mk​(0)−mk​(sk​)f(xk​)−f(xk​+sk​)​)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Trust region
2026-10-25  0 By others on same topic  0 Discussions Create my own version
For positive predicted decrease, the trust-region acceptance ratio compares the actual decrease with the model decrease. A ratio near one supports the local model; a negative ratio means the trial increased the objective function. A typical algorithm rejects and shrinks the trust region when ρk​<η1​, accepts it when ρk​≥η1​, and enlarges the radius after a very successful boundary step with ρk​>η2​, where 0<η1​<η2​<1.

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  • Past exam of the continuous optimisation course of the University of Oxford / 2025 / 2 / a / ii / Solution
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