Assessing a search direction within a truncated-Newton method

Assessing a search direction within a truncated-Newton method

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Article ID: iaor1991714
Country: Netherlands
Volume: 9
Issue: 4
Start Page Number: 219
End Page Number: 221
Publication Date: Jul 1990
Journal: Operations Research Letters
Authors: ,
Abstract:

Truncated-Newton methods for nonlinear optimization compute a search direction by approximately solving the Newton equations, typically via the conjugate-gradient algorithm. The search direction is usually assessed using the norm of the residual. This note shows that the norm of the residual can be an arbitrarily poor predictor of a good search direction.

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