Truncated newton methods for optimization with inaccurate functions and gradients
Identifieur interne : 001B40 ( Main/Exploration ); précédent : 001B39; suivant : 001B41Truncated newton methods for optimization with inaccurate functions and gradients
Auteurs : C. T. Kelley [États-Unis] ; E. W. Sachs [Allemagne, États-Unis]Source :
- Journal of optimization theory and applications [ 0022-3239 ] ; 2003.
Abstract
We consider unconstrained minimization problems that have functions and gradients given by black box codes with error control. We discuss several modifications of the Steihaug truncated Newton method that can improve performance for such problems. We illustrate the ideas with two examples.
Affiliations:
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Sachs</name><affiliation wicri:level="1"><inist:fA14 i1="02"><s1>Universität Trier, Fachbereich IV-Mathematik</s1><s2>Trier</s2><s3>DEU</s3><sZ>2 aut.</sZ></inist:fA14><country>Allemagne</country><wicri:noRegion>Trier</wicri:noRegion><wicri:noRegion>Fachbereich IV-Mathematik</wicri:noRegion><wicri:noRegion>Trier</wicri:noRegion></affiliation><affiliation wicri:level="2"><inist:fA14 i1="03"><s1>Virginia Tech, Department of Mathematics and Interdisciplinary Center for Applied Mathematics</s1><s2>Blacksburg, Virginia</s2><s3>USA</s3><sZ>2 aut.</sZ></inist:fA14><country>États-Unis</country><placeName><region type="state">Virginie</region></placeName></affiliation></author></titleStmt><publicationStmt><idno type="wicri:source">INIST</idno><idno type="inist">03-0329958</idno><date when="2003">2003</date><idno type="stanalyst">PASCAL 03-0329958 INIST</idno><idno type="RBID">Pascal:03-0329958</idno><idno type="wicri:Area/PascalFrancis/Corpus">000C43</idno><idno type="wicri:Area/PascalFrancis/Curation">000272</idno><idno type="wicri:Area/PascalFrancis/Checkpoint">000969</idno><idno type="wicri:explorRef" wicri:stream="PascalFrancis" wicri:step="Checkpoint">000969</idno><idno type="wicri:doubleKey">0022-3239:2003:Kelley C:truncated:newton:methods</idno><idno type="wicri:Area/Main/Merge">001D62</idno><idno type="wicri:Area/Main/Curation">001B40</idno><idno type="wicri:Area/Main/Exploration">001B40</idno></publicationStmt><sourceDesc><biblStruct><analytic><title xml:lang="en" level="a">Truncated newton methods for optimization with inaccurate functions and gradients</title><author><name sortKey="Kelley, C T" sort="Kelley, C T" uniqKey="Kelley C" first="C. T." last="Kelley">C. T. Kelley</name><affiliation wicri:level="2"><inist:fA14 i1="01"><s1>North Carolina State University, Department of Mathematics and Center for Research in Scientific Computation</s1><s2>Raleigh, North Carolina</s2><s3>USA</s3><sZ>1 aut.</sZ></inist:fA14><country>États-Unis</country><placeName><region type="state">Caroline du Nord</region></placeName></affiliation></author><author><name sortKey="Sachs, E W" sort="Sachs, E W" uniqKey="Sachs E" first="E. W." last="Sachs">E. W. Sachs</name><affiliation wicri:level="1"><inist:fA14 i1="02"><s1>Universität Trier, Fachbereich IV-Mathematik</s1><s2>Trier</s2><s3>DEU</s3><sZ>2 aut.</sZ></inist:fA14><country>Allemagne</country><wicri:noRegion>Trier</wicri:noRegion><wicri:noRegion>Fachbereich IV-Mathematik</wicri:noRegion><wicri:noRegion>Trier</wicri:noRegion></affiliation><affiliation wicri:level="2"><inist:fA14 i1="03"><s1>Virginia Tech, Department of Mathematics and Interdisciplinary Center for Applied Mathematics</s1><s2>Blacksburg, Virginia</s2><s3>USA</s3><sZ>2 aut.</sZ></inist:fA14><country>États-Unis</country><placeName><region type="state">Virginie</region></placeName></affiliation></author></analytic><series><title level="j" type="main">Journal of optimization theory and applications</title><title level="j" type="abbreviated">J. optim. theory appl.</title><idno type="ISSN">0022-3239</idno><imprint><date when="2003">2003</date></imprint></series></biblStruct></sourceDesc><seriesStmt><title level="j" type="main">Journal of optimization theory and applications</title><title level="j" type="abbreviated">J. optim. theory appl.</title><idno type="ISSN">0022-3239</idno></seriesStmt></fileDesc><profileDesc><textClass></textClass></profileDesc></teiHeader><front><div type="abstract" xml:lang="en">We consider unconstrained minimization problems that have functions and gradients given by black box codes with error control. We discuss several modifications of the Steihaug truncated Newton method that can improve performance for such problems. We illustrate the ideas with two examples.</div></front></TEI><affiliations><list><country><li>Allemagne</li><li>États-Unis</li></country><region><li>Caroline du Nord</li><li>Virginie</li></region></list><tree><country name="États-Unis"><region name="Caroline du Nord"><name sortKey="Kelley, C T" sort="Kelley, C T" uniqKey="Kelley C" first="C. T." last="Kelley">C. T. Kelley</name></region><name sortKey="Sachs, E W" sort="Sachs, E W" uniqKey="Sachs E" first="E. W." last="Sachs">E. W. Sachs</name></country><country name="Allemagne"><noRegion><name sortKey="Sachs, E W" sort="Sachs, E W" uniqKey="Sachs E" first="E. W." last="Sachs">E. W. Sachs</name></noRegion></country></tree></affiliations></record>Pour manipuler ce document sous Unix (Dilib)
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