How does "Trust Region Reflective" Algoritm work?

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.

http://www.mathworks.com/help/optim/ug/least-squares-model-fitting-algorithms.html

I would be thankful if you could help me.

Best,

Answer 1

[Matt J]

If it's an introduction to trust region methods that you're looking for, this book is pretty good

http://books.google.com/books?id=5kNC4fqssYQC

Answer 2

[Ruimin Dai]

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

Answer 3

[Walter Roberson]

https://nmayorov.wordpress.com/2015/06/19/trust-region-reflective-algorithm/ has some description

(that I do not personally understand much about.)