A truncated Newton method with non-monotone line search for unconstrained optimization (Q1095799)
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English | 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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