Numerical Experience with a Polyhedral-Norm CDT Trust-Region Algorithm
In this paper, we study the modification of the Celis-Dennis-Tapia trust-region subproblem which is obtained by replacing the l² norm with a polyhedral norm. The polyhedral norm CDT subproblem can be solved using a standard quadratic programming code. We include computational results which compare the performance of the polyhedral norm CDT trust region algorithm with the performance of other existing codes. The numerical results validate the effectiveness of our approach. These results show that there is not much loss of robustness or speed and suggest that the polyhedral norm CDT algorithm may be a viable alternative. The topic merits further investigation.
Citable link to this pagehttp://hdl.handle.net/1911/101802
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