Assessing a search direction within a truncated Newton method
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Truncated Newton methods for nonlinear optimization compute a search direction by approximately solving the Newton equations, typically via the conjugate gradient algorithm. The search direction is usually assessed using the norm of the residual. This short paper shows that the norm of the residual can be an arbitrarily poor predictor of a good search direction, and the results of the paper suggest that the search direction should be assessed in terms of the quadratic function instead of the norm of the residual.
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Cited in
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