Planar Conjugate Gradient Algorithm for Large-Scale Unconstrained Optimization, Part 2: Application

نویسندگان

  • G. Fasano
  • L. C. W. Dixon
چکیده

In this paper, we describe an application of the planar conjugate gradient method introduced in Part 1 (Ref. 1) and aimed at solving indefinite nonsingular sets of linear equations. We prove that it can be used fruitfully within optimization frameworks; in particular, we present a globally convergent truncated Newton scheme, which uses the above planar method for solving the Newton equation. Finally, our approach is tested over several problems from the CUTE collection (Ref. 2).

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تاریخ انتشار 2005