Numerical Experiences with New Truncated Newton Methodsin Large Scale Unconstrained Optimization

作者: Stefano Lucidi , Massimo Roma

DOI: 10.1023/A:1008619812615

关键词:

摘要: Recently, in [12] a very general class of truncated Newton methods has been proposed for solving large scale unconstrained optimization problems. In this work we present the results an extensive numerical experience obtained by different algorithms which belong to preceding class. This study, besides investigating are best algorithmic choices approach, clarifies some significant points underlies every based algorithm.

参考文章(21)
Jorge J. Moré, Danny C. Sorensen, On the use of directions of negative curvature in a modified newton method Mathematical Programming. ,vol. 16, pp. 1- 20 ,(1979) , 10.1007/BF01582091
I. Bongartz, A. R. Conn, Nick Gould, Ph. L. Toint, CUTE: constrained and unconstrained testing environment ACM Transactions on Mathematical Software. ,vol. 21, pp. 123- 160 ,(1995) , 10.1145/200979.201043
Jane K. Cullum, Ralph A. Willoughby, Lanczos algorithms for large symmetric eigenvalue computations Birkhäuser. ,(1985)
Garth P. McCormick, A MODIFICATION OF ARMIJO'S STEP-SIZE RULE FOR NEGATIVE CURVATURE* Mathematical Programming. ,vol. 13, pp. 111- 115 ,(1977) , 10.1007/BF01584328
Ron S. Dembo, Trond Steihaug, Truncated-newtono algorithms for large-scale unconstrained optimization Mathematical Programming. ,vol. 26, pp. 190- 212 ,(1983) , 10.1007/BF02592055
Gerald A. Shultz, Robert B. Schnabel, Richard H. Byrd, A Family of Trust Region Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties. SIAM Journal on Numerical Analysis. ,vol. 22, pp. 47- 67 ,(1982) , 10.1137/0722003
Philippe L. Toint, An assessment of nonmonotone linesearch techniques for unconstrained optimization SIAM Journal on Scientific Computing. ,vol. 17, pp. 725- 739 ,(1996) , 10.1137/S106482759427021X
C. C. Paige, M. A. Saunders, Solution of Sparse Indefinite Systems of Linear Equations SIAM Journal on Numerical Analysis. ,vol. 12, pp. 617- 629 ,(1975) , 10.1137/0712047