ALGORITHM 702 - TNPACK - A TRUNCATED NEWTON MINIMIZATION PACKAGE FOR LARGE-SCALE PROBLEMS .1. ALGORITHM AND USAGE

被引：3

作者：

SCHLICK, T ^{[1
]}

FOGELSON, A ^{[1
]}

机构：

[1] UNIV UTAH, SALT LAKE CITY, UT 84112 USA

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1992年 / 18卷 / 02期

关键词：

ALGORITHMS; NONLINEAR OPTIMIZATION; PRECONDITIONED CONJUGATE GRADIENT; SPARSE MATRICES; TRUNCATED NEWTON METHODS;

D O I：

10.1145/146847.146921

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We present a FORTAN package of subprograms for minimizing multivariate functions without constraints by a truncated Newton algorithm. The algorithm is especially suited for problems involving a large number of variables. Truncated Newton methods allow approximate, rater than exact, solutions to the Newton equations. Truncation is accomplished in the present version by using the preconditioned Conjugate Gradient algorithm (PCG) to solve approximately the Newton equations. The preconditioner M is factored in PCG using a sparse modified Cholesky factorization based on the Yale Sparse Matrix Package. In this paper we briefly describe the method and provide details for program usage.

引用

页码：141 / 141

页数：1