UnivTrevesV1, PascalFrancis, Checkpoint, bibRecord, 000969

Truncated newton methods for optimization with inaccurate functions and gradients

Identifieur interne : 000969 ( PascalFrancis/Checkpoint ); précédent : 000968; suivant : 000970

Truncated 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.

RBID : Pascal:03-0329958

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.

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Le document en format XML

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Truncated newton methods for optimization with inaccurate functions and gradients

Truncated newton methods for optimization with inaccurate functions and gradients

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