scholarly journals Data and performance of an active-set truncated Newton method with non-monotone line search for bound-constrained optimization

Data in Brief ◽  
2018 ◽  
Vol 21 ◽  
pp. 2155-2169
Author(s):  
A. Cristofari ◽  
M. De Santis ◽  
S. Lucidi ◽  
F. Rinaldi
Keyword(s):  
Constrained Optimization ◽  
Newton Method ◽  
Line Search ◽  
Active Set ◽  
Bound Constrained Optimization ◽  
Truncated Newton Method ◽  
Truncated Newton ◽  
And Performance

scholarly journals An Active Set Trust-Region Method for Bound-Constrained Optimization

2021 ◽  
Author(s):  
Morteza Kimiaei
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Positive Definiteness ◽  
Active Set ◽  
Sufficient Descent Condition ◽  
Critical Measure ◽  
Complexity Result ◽  
Bound Constrained Optimization

AbstractThis paper discusses an active set trust-region algorithm for bound-constrained optimization problems. A sufficient descent condition is used as a computational measure to identify whether the function value is reduced or not. To get our complexity result, a critical measure is used which is computationally better than the other known critical measures. Under the positive definiteness of approximated Hessian matrices restricted to the subspace of non-active variables, it will be shown that unlimited zigzagging cannot occur. It is shown that our algorithm is competitive in comparison with the state-of-the-art solvers for solving an ill-conditioned bound-constrained least-squares problem.

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.

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