Efficiency Analysis on a Truncated Newton Method with Preconditioned Conjugate Gradient Technique for Optimization

2003 ◽  
pp. 383-416
Author(s):  
J. Z. Zhang ◽  
N. Y. Deng ◽  
Z. Z. Wang
Keyword(s):  
Newton Method ◽  
Conjugate Gradient ◽  
Efficiency Analysis ◽  
Preconditioned Conjugate Gradient ◽  
Truncated Newton Method ◽  
Gradient Technique ◽  
Truncated Newton

scholarly journals Improving Truncated Newton Method for the Logit-Based Stochastic User Equilibrium Problem

2019 ◽  
Vol 2019 ◽  
pp. 1-15 ◽  
Author(s):  
Min Xu ◽  
Bojian Zhou ◽  
Jie He
Keyword(s):  
Equilibrium Problem ◽  
Newton Method ◽  
Computational Efficiency ◽  
Initial Point ◽  
User Equilibrium ◽  
Point Of View ◽  
Theoretical Point ◽  
Stochastic User Equilibrium ◽  
Truncated Newton Method ◽  
Truncated Newton

This study proposes an improved truncated Newton (ITN) method for the logit-based stochastic user equilibrium problem. The ITN method incorporates a preprocessing procedure to the traditional truncated Newton method so that a good initial point is generated, on the basis of which a useful principle is developed for the choice of the basic variables. We discuss the rationale of both improvements from a theoretical point of view and demonstrate that they can enhance the computational efficiency in the early and late iteration stages, respectively, when solving the logit-based stochastic user equilibrium problem. The ITN method is compared with other related methods in the literature. Numerical results show that the ITN method performs favorably over these methods.

scholarly journals Full Waveform Inversion and the Truncated Newton Method

2013 ◽  
Vol 35 (2) ◽  
pp. B401-B437 ◽  
Author(s):  
L. Métivier ◽  
R. Brossier ◽  
J. Virieux ◽  
S. Operto
Keyword(s):  
Newton Method ◽  
Waveform Inversion ◽  
Full Waveform Inversion ◽  
Full Waveform ◽  
Truncated Newton Method ◽  
Truncated Newton
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