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Truncated Newton Methods for Optimization with Inaccurate Functions and Gradients

Author

Listed:
  • C.T. Kelley

    (North Carolina State University)

  • E.W. Sachs

    (Universität Trier, Fachbereich IV—Mathematik, Trier, Germany and Virginia Tech)

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.

Suggested Citation

  • C.T. Kelley & E.W. Sachs, 2003. "Truncated Newton Methods for Optimization with Inaccurate Functions and Gradients," Journal of Optimization Theory and Applications, Springer, vol. 116(1), pages 83-98, January.
    • Handle: RePEc:spr:joptap:v:116:y:2003:i:1:d:10.1023_a:1022110219090
    DOI: 10.1023/A:1022110219090
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