Abstract

PEREIRA, Ana I.P.N.  and  FERNANDES, Edite M.G.P.. Performance of the truncated Newton method in unconstrained nonlinear optimization. Inv. Op. [online]. 2004, vol.24, n.1, pp.73-88. ISSN 0874-5161.

Newton's method for unconstrained nonlinear optimization can be a demanding iterative process. Combining Krylov iterative methods with different termination criteria for the inexact solving of the Newton system, a linear or a curvilinear search technique and monotone and nonmonotone globalization criteria, we manage to define a set of truncated Newton algorithms. Computational experiments were carried out in order to evaluate the performance of the defined algorithms.

Keywords : Unconstrained optimization; truncated Newton's method; nonmonotone stabilization technique.

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