A truncated Newton method with non-monotone line search for unconstrained optimization (Q1095799)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A truncated Newton method with non-monotone line search for unconstrained optimization |
scientific article |
Statements
A truncated Newton method with non-monotone line search for unconstrained optimization (English)
0 references
1989
0 references
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.
0 references
large scale optimization
0 references
unconstrained minimization
0 references
non-monotone line search
0 references
truncated Newton algorithm
0 references
ill-conditioned
0 references