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Grippo, L.; Lampariello, F.; Lucidi, S.

A truncated Newton method with non-monotone line search for unconstrained optimization. (English) Zbl 0632.90059

J. Optimization Theory Appl. 60, No. 3, 401-419 (1989).
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.
Reviewer: L.Grippo

Cited in 122 Documents

MSC:

90C30 Nonlinear programming
49M15 Newton-type methods
65K05 Numerical mathematical programming methods
49M37 Numerical methods based on nonlinear programming

Keywords:

large scale optimization; unconstrained minimization; non-monotone line search; truncated Newton algorithm; ill-conditioned

Software:

minpack
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Full Text: DOI

References:

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