Publication: The Truncated Newton Method for Sparse Unconstrained Optimisation Using Automatic Differentiation
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The Truncated Newton Method for Sparse Unconstrained Optimisation Using Automatic Differentiation

- Article in a journal -
 

Author(s)
Lawrence C. W. Dixon , Richard C. Price

Published in
J. Opt. Theory and Appl.

Year
1989

Abstract
A method is presented which solves unconstrained optimisation problems using a truncated Newton method. Automatic differentiation is used to calculate the derivatives required. By taking advantage of the structure of the optimisation method, only vector storage is required since the Hessian is multiplied by a vector during the computation of the derivatives. Numerical results obtained by solving standard test problems are presented.

BibTeX
@ARTICLE{
         Dixon1989TTN,
       AUTHOR = "Dixon, Lawrence C. W. and Price, Richard C.",
       TITLE = "The Truncated {N}ewton Method for Sparse Unconstrained Optimisation Using Automatic
         Differentiation",
       JOURNAL = "J. Opt. Theory and Appl.",
       VOLUME = "60",
       NUMBER = "2",
       MONTH = "February",
       YEAR = "1989",
       PAGES = "261 +",
       REFERRED = "[Dixon1991UoA].",
       KEYWORDS = "point algorithm; numerical results; differentiation arithmetic; optimisation
         method.",
       ABSTRACT = "A method is presented which solves unconstrained optimisation problems using a
         truncated Newton method. Automatic differentiation is used to calculate the derivatives required. By
         taking advantage of the structure of the optimisation method, only vector storage is required since
         the Hessian is multiplied by a vector during the computation of the derivatives. Numerical results
         obtained by solving standard test problems are presented."
}


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