In this paper we define globally convergent algorithms for the solution of large dimensional unconstrained minimization problems. The algorithms proposed employ a nonmonotone steplength selection rule along the search direction which is determined by means of a Truncated-Newton algorithm. Numerical results obtained for a set of test problems are reported.
Newton-Type Algorithms with Nonmonotone Line Search for Large-Scale Unconstrained Optimization / Grippo, Luigi; F., Lampariello; Lucidi, Stefano. - STAMPA. - 113(1988), pp. 187-197. [10.1007/BFb0042786].
Newton-Type Algorithms with Nonmonotone Line Search for Large-Scale Unconstrained Optimization
GRIPPO, Luigi;LUCIDI, Stefano
1988
Abstract
In this paper we define globally convergent algorithms for the solution of large dimensional unconstrained minimization problems. The algorithms proposed employ a nonmonotone steplength selection rule along the search direction which is determined by means of a Truncated-Newton algorithm. Numerical results obtained for a set of test problems are reported.File allegati a questo prodotto
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