An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization.
Andrea CaliciottiGiovanni FasanoStephen G. NashMassimo RomaPublished in: Oper. Res. Lett. (2018)
Keyphrases
- globally convergent
- autocalibration
- global convergence
- variational inequalities
- optimization problems
- global optimization
- newton method
- augmented lagrangian
- global optimum
- nonlinear programming
- line search
- objective function
- constrained optimization
- sensitivity analysis
- convex optimization
- optimization algorithm
- multi objective