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: | Nash Stephen G., Sofer Ariela |
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.