Numerical experience with the truncated Newton method for unconstrained optimization
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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.
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- Numerical experience with the truncated Newton method for unconstrained optimization
Journal of Optimization Theory and Applications
Volume 56, Issue 2 , pp 245-255
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- Kluwer Academic Publishers-Plenum Publishers
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- Unconstrained optimization
- truncated Newton method
- trust region
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