Truncated-Newton algorithms for large-scale unconstrained optimization

DOI10.1007/BF02592055zbMath0523.90078OpenAlexW1994722534MaRDI QIDQ3037163

Ron S. Dembo, Trond Steihaug

Publication date: 1983

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592055

zbMATH Keywords

conjugate gradient methodlarge-scale unconstrained optimizationNewton type algorithmmixed-type algorithmsspecial direction search procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• L-BFGS
• Algorithm 500

Cites Work

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• On the Estimation of Sparse Hessian Matrices
• Updating Quasi-Newton Matrices with Limited Storage
• A scaled reduced gradient algorithm for network flow problems with convex separable costs
• A discrete Newton algorithm for minimizing a function of many variables
• Inexact Newton Methods
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Quasi-Newton Methods, Motivation and Theory
• Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
• Large-scale linearly constrained optimization
• On the Convergence of a New Conjugate Gradient Algorithm
• A test problem generator for large-scale unconstrained optimization
• Hyperbolic Pairs in the Method of Conjugate Gradients
• Methods of conjugate gradients for solving linear systems

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