Truncated Newton Methods for Optimization with Inaccurate Functions and Gradients

C.T. Kelley and E.W. Sachs
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C.T. Kelley: North Carolina State University
E.W. Sachs: Universität Trier, Fachbereich IV—Mathematik, Trier, Germany and Virginia Tech

Journal of Optimization Theory and Applications, 2003, vol. 116, issue 1, No 5, 83-98

Abstract: 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.

Keywords: Trust region methods; inexact Newton methods; optimal control (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1022110219090

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