A truncated Newton method with non-monotone line search for unconstrained optimization (Q1095799): Difference between revisions

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A truncated Newton method with non-monotone line search for unconstrained optimization
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    A truncated Newton method with non-monotone line search for unconstrained optimization (English)
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    1989
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    An unconstrained minimization algorithm is defined, in which a non- monotone line search technique is employed in association with a truncated Newton algorithm. Numerical results obtained for a set of standard test problems are reported which indicate that the proposed algorithm is highly effective in the solution of ill-conditioned as well as of large dimensional problems.
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    large scale optimization
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    unconstrained minimization
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    non-monotone line search
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    truncated Newton algorithm
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    ill-conditioned
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