Performance of the truncated Newton method in unconstrained nonlinear optimization

Performance of the truncated Newton method in unconstrained nonlinear optimization

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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: ,
Abstract:

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.

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