Truncated-newtono algorithms for large-scale unconstrained optimization

Mathematical Programming

Volumn 26, Issue 2, 1983, Pages 190-212

  Dembo, Ron S ^a   Steihaug, Trond ^b  

^a YALE UNIVERSITY   (United States)

^b RICE UNIVERSITY   (United States)

Author keywords

Conjugate Gradient Algorithms; Modified Newton Methods; Unconstrained Optimization

Indexed keywords

OPTIMIZATION;

EID: 0020763823     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/BF02592055     Document Type: Article

References (26)

1. Solution of linear systems of equations: Iterative methods
2. On the estimation of sparse Jacobian matrices
3. Inexact Newton methods
4. A scaled reduced gradient algorithm for network flow problems with convex separable costs
5. Quasi-Newton methods, motivation and theory
6. Conjugate gradient methods for indefinite systems
7. Methods of conjugate gradients for solving linear systems
8. Hyperbolic pairs in the method of conjugate gradients
9. Large-scale linearly constrained optimization
10. Updating Quasi-Newton matrices with limited storage
11. A discrete Newton algorithm for minimizing a function of many variables
12. On the estimation of sparse Hessian matrices
13. On the convergence of a new conjugate gradient method
14. Algorithm 500: Minimization of unconstrained multivariate functions
15. Some numerical results using a sparse matrix updating formula in unconstrained optimization