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A truncated Newton method with non-monotone line search for unconstrained optimization. (English) Zbl 0632.90059
An unconstrained minimization algorithm is defined, in which a non- monotone line search technique is employed in association with a truncated Newton algorithm. Numerical results obtained for a set of standard test problems are reported which indicate that the proposed algorithm is highly effective in the solution of ill-conditioned as well as of large dimensional problems.
Reviewer: L.Grippo

MSC:
90C30 Nonlinear programming
49M15 Newton-type methods
65K05 Numerical mathematical programming methods
49M37 Numerical methods based on nonlinear programming
Software:
minpack
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References:
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