In this paper, an unconstrained minimization algorithm is defined in which a nonmonotone 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 illconditioned as well as of large dimensional problems. © 1989 Plenum Publishing Corporation.
A TRUNCATED NEWTON METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION / Grippo, Luigi; F., Lampariello; Lucidi, Stefano. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 60:3(1989), pp. 401-419. [10.1007/bf00940345]
A TRUNCATED NEWTON METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION
GRIPPO, Luigi;LUCIDI, Stefano
1989
Abstract
In this paper, an unconstrained minimization algorithm is defined in which a nonmonotone 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 illconditioned as well as of large dimensional problems. © 1989 Plenum Publishing Corporation.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
