Truncated Newton methods for optimization with inaccurate functions and gradients

DOI10.1023/A:1022110219090zbMath1030.90119OpenAlexW1587258699MaRDI QIDQ1411387

Carl. T. Kelley, Ekkehard W. Sachs

Publication date: 27 October 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022110219090

zbMATH Keywords

optimal controlinexact Newton methodsTrust region methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53) Methods of reduced gradient type (90C52)

Related Items

On the superlinear convergence of the successive approximations method

Uses Software

• Matlab
• VODE
• LSODE
• KELLEY
• tn
• ode23
• ode45
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite

Cites Work

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• Truncated-Newton algorithms for large-scale unconstrained optimization
• The MATLAB ODE Suite
• Newton-Type Minimization via the Lanczos Method
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Preconditioning of Truncated-Newton Methods
• VODE: A Variable-Coefficient ODE Solver
• Rates of Convergence for Discrete Approximations to Unconstrained Control Problems
• Globally Convergent Inexact Newton Methods
• Using Krylov Methods in the Solution of Large-Scale Differential-Algebraic Systems
• On the Global Convergence of Trust Region Algorithms Using Inexact Gradient Information
• Numerical Experience with a Class of Algorithms for Nonlinear Optimization Using Inexact Function and Gradient Information