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

نویسندگان

  • Andrea Caliciotti
  • Giovanni Fasano
  • Stephen G. Nash
  • Massimo Roma
چکیده

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].

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عنوان ژورنال:

دوره 17  شماره 

صفحات  -

تاریخ انتشار 2018