Publicação
Desempenho do método de Newton truncado em optimização não linear sem restrições
| Resumo: | 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. |
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| Autores principais: | Pereira, Ana I. P. N. |
| Outros Autores: | Fernandes, Edite Manuela da G. P. |
| Assunto: | Unconstrained optimization Truncated newton's Method Nonmonotone stabilization Technique |
| Ano: | 2004 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade do Minho |
| Idioma: | português |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | 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. |
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