Description: This code implements an unconstrained optimization algorithm based on a non-monotone truncated Newton Method.
At each iteration a truncated newton method, based on the conjugate gradient algorithm, is used to find the search direction the step size along the search direction is computed using a nonmonotone generalization of the Armijo s line search method. This algorithm is a detailed implementation of the work presented in A Truncated Newton Method with Nonmonotone Line Search for Unconstrained Optimization , L. Grippo, F. Lampariello, AND S. Lucidi.
For more information on Non-Monotone Line search algorithms visit my home page at http://www.marioantonelli.it/.
To Search:
File list (Check if you may need any files):
demo_TNNL\main.m
.........\myfun.m
.........\rosen.m
.........\TNNL.m
.........\TNNL.p
.........\wood.m
license.txt
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