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Data and performance profiles applying an adaptive truncation criterion within linesearch-based truncated Newton methods in large scale nonconvex optimization

机译:在大规模基于非凸优化的基于行搜索的截断牛顿法中应用自适应截断准则的数据和性能概况

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摘要

In this paper, we report data and experiments related to the research article entitled “An adaptive truncation criterion, for linesearch-based truncated Newton methods in large scale nonconvex optimization” by Caliciotti et al. [1]. In particular, in Caliciotti et al. [1], large scale unconstrained optimization problems are considered by applying linesearch-based truncated Newton methods. In this framework, a key point is the reduction of the number of inner iterations needed, at each outer iteration, to approximately solving the Newton equation. A novel adaptive truncation criterion is introduced in Caliciotti et al. [1] to this aim. Here, we report the details concerning numerical experiences over a commonly used test set, namely CUTEst (Gould et al., 2015) [2]. Moreover, comparisons are reported in terms of performance profiles (Dolan and Moré, 2002) [3], adopting different parameters settings. Finally, our linesearch-based scheme is compared with a renowned trust region method, namely TRON (Lin and Moré, 1999) [4].
机译:在本文中,我们报告了Caliciotti等人的题为“自适应截断准则,用于大规模非凸优化中基于线搜索的截断牛顿法的自适应截断准则”的数据和实验。 [1]。特别是在Caliciotti等人。 [1],通过应用基于行搜索的截断牛顿法来考虑大规模无约束优化问题。在此框架中,关键点是减少每次外部迭代所需的内部迭代次数,以近似求解牛顿方程。一种新的自适应截断准则在Caliciotti等人中得到了介绍。 [1]达到这个目的。在这里,我们报告了有关通用测试集CUTEst上的数值经验的详细信息(Gould等人,2015)[2]。此外,比较报告了性能曲线(Dolan和Moré,2002)[3],采用了不同的参数设置。最后,将基于线性搜索的方案与著名的信任区域方法(即TRON)进行比较(Lin和Moré,1999)[4]。

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