A Truncated Newton Algorithm for Large Scale Box Constrained Optimization (Articolo in rivista)

Type
Label
  • A Truncated Newton Algorithm for Large Scale Box Constrained Optimization (Articolo in rivista) (literal)
Anno
  • 2002-01-01T00:00:00+01:00 (literal)
Alternative label
  • Facchinei, F.; Lucidi, S.; Palagi, L. (2002)
    A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
    in SIAM journal on optimization (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Facchinei, F.; Lucidi, S.; Palagi, L. (literal)
Pagina inizio
  • 1100 (literal)
Pagina fine
  • 1125 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 12 (literal)
Rivista
Note
  • ISI Web of Science (WOS) (literal)
Titolo
  • A Truncated Newton Algorithm for Large Scale Box Constrained Optimization (literal)
Abstract
  • A method for the solution of minimization problems with simple bounds is presented. Global convergence of a general scheme requiring the approximate solution of a single linear system at each iteration is proved and a superlinear convergence rate is established without requiring the strict complementarity assumption. The algorithm proposed is based on a simple, smooth unconstrained reformulation of the bound constrained problem and may produce a sequence of points that are not feasible. Numerical results and comparison with existing codes are reported. (literal)
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