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How to pick $\lambda$ inside $[\lambda _L \lambda _U]$ ?

The simplest choice is to pick the midpoint:

$\displaystyle \lambda=\frac{1}{2}(\lambda_L+\lambda_U)$

A better solution (from experimental research)is to use ( $\theta=0.01$ ):

$\displaystyle \lambda = max (\sqrt{\lambda_L \lambda_U}, \lambda_L + \theta ( \lambda_U- \lambda_L))$

(4.20)

Frank Vanden Berghen 2004-04-19