A survey of truncated-Newton methods (Q1593812): Difference between revisions

The paper presents a survey of truncated-Newton methods. Many algorithmic enhancements are developed and studied, resulting in a number of publicly available software packages. The paper is written in a very clear and effective way. Several applications of the theory are extensively presented.

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reviewed by

Akrur Behera

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zbMATH Keywords

optimization problem

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nonlinear programming

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truncated-Newton methods

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software packages

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describes a project that uses

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MaRDI publication profile

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cites work

Q4023146

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Element-by-Element Preconditioners for Large Partially Separable Optimization Problems

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Inexact Newton Methods

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Globally Convergent Inexact Newton Methods

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Choosing the Forcing Terms in an Inexact Newton Method

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Solving the Trust-Region Subproblem using the Lanczos Method

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A truncated Newton method with non-monotone line search for unconstrained optimization

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Newton's Method for Large Bound-Constrained Optimization Problems

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Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization

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Q4940821

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Automatic Preconditioning by Limited Memory Quasi-Newton Updating

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Newton-Type Minimization via the Lanczos Method

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Preconditioning of Truncated-Newton Methods

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A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization

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Assessing a search direction within a truncated Newton method

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A General-Purpose Parallel Algorithm for Unconstrained Optimization

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A Barrier Method for Large-Scale Constrained Optimization

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Preconditioning Reduced Matrices

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On the Complexity of a Practical Interior-Point Method

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Solution of Sparse Indefinite Systems of Linear Equations

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NITSOL: A Newton Iterative Solver for Nonlinear Systems

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Rates of convergence for adaptive Newton methods

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Modified Cholesky Factorizations for Sparse Preconditioners

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The Conjugate Gradient Method and Trust Regions in Large Scale Optimization

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Identifiers

zbMATH Open document ID

0969.65054

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DOI

10.1016/S0377-0427(00)00426-X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Solving the Trust-Region Subproblem using the Lanczos Method
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+A truncated Newton method with non-monotone line search for unconstrained optimization
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+Newton's Method for Large Bound-Constrained Optimization Problems
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+Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization
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+Automatic Preconditioning by Limited Memory Quasi-Newton Updating
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+Newton-Type Minimization via the Lanczos Method
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+Preconditioning of Truncated-Newton Methods
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+A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
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+Assessing a search direction within a truncated Newton method
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+A General-Purpose Parallel Algorithm for Unconstrained Optimization
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+A Barrier Method for Large-Scale Constrained Optimization
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+Preconditioning Reduced Matrices
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+On the Complexity of a Practical Interior-Point Method
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+Modified Cholesky Factorizations for Sparse Preconditioners
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+The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
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