Planar conjugate gradient algorithm for large-scale unconstrained optimization, part 2: Application

被引:17
|
作者
Fasano, G [1 ]
机构
[1] Univ Roma La Sapienza, Dept Comp Sci & Syst A Ruberti, Rome, Italy
关键词
Large-scale unconstrained optimization; truncated Newton method; nonconvex problems; planar conjugate gradient method;
D O I
10.1007/s10957-005-2088-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we describe an application of the planar conjugate gradient method introduced in Part 1 (Ref. 1) and aimed at solving indefinite nonsingular sets of linear equations. We prove that it can be used fruitfully within optimization frameworks; in particular, we present a globally convergent truncated Newton scheme, which uses the above planar method for solving the Newton equation. Finally, our approach is tested over several problems from the CUTE collection (Ref. 2).
引用
收藏
页码:543 / 558
页数:16
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