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

被引：16
|
作者：
Fasano, G [1 ]
机构：
[1] Univ Roma La Sapienza, Dept Comp Sci & Syst A Ruberti, Rome, Italy
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2005年 / 125卷 / 03期
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).
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页码：543 / 558
页数：16
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