ISSN:
1436-4646
Keywords:
Nonlinear optimization
;
parallel computing
;
block iterative methods
;
truncated-Newton methods
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Truncated-Newton methods are a class of optimization methods suitable for large scale problems. At each iteration, a search direction is obtained by approximately solving the Newton equations using an iterative method. In this way, matrix costs and second-derivative calculations are avoided, hence removing the major drawbacks of Newton's method. In this form, the algorithms are well-suited for vectorization. Further improvements in performance are sought by using block iterative methods for computing the search direction. In particular, conjugate-gradient-type methods are considered. Computational experience on a hypercube computer is reported, indicating that on some problems the improvements in performance can be better than that attributable to parallelism alone.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01589117
