Lines Matching refs:decrease
47 Here, $\mu$ is the trust region radius, $D(x)$ is some matrix used to define a metric on the domain of $F(x)$ and $\rho$ measures the quality of the step $\Delta x$, i.e., how well did the linear model predict the decrease in the value of the non-linear objective. The idea is to increase or decrease the radius of the trust region depending on how well the linearization predicts the behavior of the non-linear objective, which in turn is reflected in the value of $\rho$.
115 The key advantage of the Dogleg over Levenberg Marquardt is that if the step computation for a particular choice of $\mu$ does not result in sufficient decrease in the value of the objective function, Levenberg-Marquardt solves the linear approximation from scratch with a smaller value of $\mu$. Dogleg on the other hand, only needs to compute the interpolation between the Gauss-Newton and the Cauchy vectors, as neither of them depend on the value of $\mu$.
474 for relative decrease before a Levenberg-Marquardt step is acceped.
