Article ID: | iaor19951511 |
Country: | Portugal |
Volume: | 14 |
Issue: | 2 |
Start Page Number: | 233 |
End Page Number: | 258 |
Publication Date: | Dec 1994 |
Journal: | Investigao Operacional |
Authors: | Cardoso Soares Joo Lus |
This paper discusses the use of the Newton’s method in unconstrained optimization. Special emphasis is given to large and sparse problems. The paper only considers the case in which the search direction is found by a direct linear equations solver. Monotone and nonmonotone line-searches are discussed. Some numerical results are included and lead to the recommendation of nonmonotone line-search techniques to globalize Newton’s algorithm.