Article ID: | iaor20043755 |
Country: | Portugal |
Volume: | 24 |
Issue: | 1 |
Start Page Number: | 73 |
End Page Number: | 88 |
Publication Date: | Jun 2004 |
Journal: | Investigao Operacional |
Authors: | Fernandes Edite M.G.P., Pereira Ana I.P.N. |
Newton's method for unconstrained nonlinear optimization can be a demanding iterative process. Combining Krylov iterative methods with different termination criteria for the inexact solving of the Newton system, a linear or a curvilinear search technique and monotone and nonmontone globalization criteria, we manage to define a set of truncated Newton algorithms. Computational experiments were carried out in order to evaluate the performance of the defined algorithms.