How does "Trust Region Reflective" Algoritm work?
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Dear All,
I am using LSQNONLIN to estimate my parameter in a complex chemical system. I am going to use "trust region reflective" algorithm, but I need to know how exactly it works. I mean, I am looking for the mathematical background behind it. Meanwhile, I studied the link below, but unfortunately, I didn't understand it.
I would be thankful if you could help me.
Best,
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Answers (3)
Matt J
on 15 Nov 2013
If it's an introduction to trust region methods that you're looking for, this book is pretty good
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Ruimin Dai
on 12 Oct 2020
Hi,Merh, I found a matlab document link which detailly illustrates Trust Region Reflective algorithm:
https://www.mathworks.com/help/optim/ug/equation-solving-algorithms.html
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Walter Roberson
on 26 Feb 2022
https://nmayorov.wordpress.com/2015/06/19/trust-region-reflective-algorithm/ has some description
(that I do not personally understand much about.)
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