A Survey of Truncated-Newton Methods

Truncated-Newton methods are a family of methods for solving large optimization problems. Over the past two decades, a solid convergence theory has been derived for the methods. In addition, many algorithmic enhancements have been developed and studied, resulting in a number of publicly-available software packages.  The result has been a collection of powerful, flexible, and adaptable tools for large-scale nonlinear optimization.

“A Survey of Truncated-Newton Methods”, Journal of Computational and Applied Mathematics, 124 (2000), pp. 45-59.

• Systems Engineering & Operations Research Dept.
• School of Information Technology and Engineering
• George Mason University

(snash@gmu.edu)