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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