PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization Problems

References

A detailed description of our method can be found in

@article{Kan2020,
  title = {PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization},
  year = {2020},
  journal = {arXiv preprint arXiv:2005.13639},
  author = {K. Kan, S. Wu Fung, L. Ruthotto},
  pages = {20 pages},
  url={https://arxiv.org/abs/2005.13639}
}

Dependencies

The MNIST example requires the current version of NumDL-MATLAB

How to run the MNIST example

The MNIST example is the numerical experiment reported in Section 5.3 of our paper

• Download NumDL-MATLAB
• replace NumDL-MATLAB\classification\classObjFun.m by PNKH-B\tests\classObjFun.m
• replace NumDL-MATLAB-master\test\Rosenbrock.m by PNKH-B\tests\Rosenbrock.m
• run PNKH-B\tests\driver_MNISTexample.m

Acknowledgements

This material is in part based upon work supported by the National Science Foundation under Grant Number 1751636. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.