Numerical Experiences with New Truncated Newton Methods in Large Scale Unconstrained Optimization |
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Authors: | Stefano Lucidi Massimo Roma |
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Affiliation: | (1) Dipartimento di Informatica e Sistemistica, Università di Roma La Sapienza, Roma, Italy |
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Abstract: | Recently, in [12] a very general class oftruncated Newton methods has been proposed for solving large scale unconstrained optimization problems. In this work we present the results of an extensive numericalexperience obtained by different algorithms which belong to the preceding class. This numerical study, besides investigating which arethe best algorithmic choices of the proposed approach, clarifies some significant points which underlies every truncated Newton based algorithm. |
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Keywords: | Large scale unconstrained optimization Truncated Newton methods negative curvature direction curvilinear linesearch Lanczos method |
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