Journal of Optimization Theory and Applications

, Volume 56, Issue 2, pp 245–255

Numerical experience with the truncated Newton method for unconstrained optimization

  • L. C. W. Dixon
  • R. C. Price
Contributed Papers

DOI: 10.1007/BF00939410

Cite this article as:
Dixon, L.C.W. & Price, R.C. J Optim Theory Appl (1988) 56: 245. doi:10.1007/BF00939410

Abstract

The truncated Newton algorithm was devised by Dembo and Steihaug (Ref. 1) for solving large sparse unconstrained optimization problems. When far from a minimum, an accurate solution to the Newton equations may not be justified. Dembo's method solves these equations by the conjugate direction method, but truncates the iteration when a required degree of accuracy has been obtained. We present favorable numerical results obtained with the algorithm and compare them with existing codes for large-scale optimization.

Key Words

Unconstrained optimizationtruncated Newton methodsparsitytrust region

Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • L. C. W. Dixon
    • 1
  • R. C. Price
    • 1
  1. 1.Numerical Optimization CentreHatfield PolytechnicHatfieldEngland