Ladder

Trust-region — the ladder

One essay so far against this idea. A ladder is the distinct arguments that stand against one idea, and this one has room to grow.
  1. 110¹00.30.60.91.2trust-region radius Δshare of the exact model decreasethe exact subproblem7 radii, n = 60share at the smallest radius0.95share at the largest0.3products, at most8radii stopped by the curvature4a few products against an eigendecompositionand most of the decrease

    The certificate that arrives soonest is worth least

    The more negative a Hessian's smallest eigenvalue, the sooner conjugate gradients meets a direction of negative curvature — and the less of the exact trust-region decrease that direction turns out to be worth. At λ_min = −10 the step arrives after two products and gets 39.6 per cent; at −10⁻³ the same two products get 89.8, and the whole sweep costs eight.

    rung 1 · iterative

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