NUMERICAL EXPERIENCES WITH NEW TRUNCATED NEWTON METHODS IN LARGE-SCALE UNCONSTRAINED OPTIMIZATION

Authors
LUCIDI S ROMA M
Citation
S. Lucidi et M. Roma, NUMERICAL EXPERIENCES WITH NEW TRUNCATED NEWTON METHODS IN LARGE-SCALE UNCONSTRAINED OPTIMIZATION, COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 7(1), 1997, pp. 71-87
Citations number
23
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS → ACNP
ISSN journal
09266003
Volume
7
Issue
1
Year of publication
1997
Pages
71 - 87
Database
ISI
SICI code
0926-6003(1997)7:1<71:NEWNTN>2.0.ZU;2-W
Abstract
Recently, in [12] a very general class of truncated Newton methods has been proposed for solving large scale unconstrained optimization prob lems. In this work we present the results of an extensive numerical ex perience obtained by different algorithms which belong to the precedin g class. This numerical study, besides investigating which are the bes t algorithmic choices of the proposed approach, clarifies some signifi cant points which underlies every truncated Newton based algorithm.