On Variable-Metric Methods for Sparse Hessians

DOI10.2307/2006098zbMath0424.65027OpenAlexW4237114285MaRDI QIDQ3859198

David F. Shanno

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2006098

zbMATH Keywords

conjugate gradient methodssparse systemssparse Hessiannorm minimizationvariable-metric methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Matrix equations and identities (15A24)

Related Items (19)

A sparse sequential quadratic programming algorithm ⋮ A quasi-Newton based pattern search algorithm for unconstrained optimization ⋮ Long vectors for quasi-Newton updates ⋮ Updating Quasi-Newton Matrices with Limited Storage ⋮ Computational experience with methods for estimating sparse hessians for nonlinear optimization ⋮ Some computational advances in unconstrained optimization ⋮ Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms ⋮ A review of the optimal power flow ⋮ Partitioned variable metric updates for large structured optimization problems ⋮ Global convergence of Schubert's method for solving sparse nonlinear equations ⋮ A new quasi-Newton pattern search method based on symmetric rank-one update for unconstrained optimization ⋮ A heuristic iterated-subspace minimization method with pattern search for unconstrained optimization ⋮ A note about sparsity exploiting quasi-Newton updates ⋮ Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods ⋮ A Kantorovich theorem for the structured PSB update in Hilbert space. ⋮ The application of optimal control methodology to nonlinear programming problems ⋮ On the generation of updates for quasi-Newton methods ⋮ A quasi-Newton method with sparse triple factorization for unconstrained minimization ⋮ A Sparse Quasi-Newton Update Derived Variationally with a Nondiagonally Weighted Frobenius Norm

Uses Software

• Algorithm 500
• minpack

Cites Work

• Unnamed Item
• Numerical comparison of several variable metric algorithms
• Least Change Secant Updates for Quasi-Newton Methods
• Testing Unconstrained Optimization Software
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• Some Numerical Results Using a Sparse Matrix Updating Formula in Unconstrained Optimization
• A combined conjugate-gradient quasi-Newton minimization algorithm
• Generating conjugate directions without line searches using factorized variable metric updating formulas
• On the use of directions of negative curvature in a modified newton method
• Conjugate Gradient Methods with Inexact Searches
• A Class of Methods for Solving Nonlinear Simultaneous Equations
• A Rapidly Convergent Descent Method for Minimization
• A Family of Variable-Metric Methods Derived by Variational Means
• Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
• Variations on Variable-Metric Methods
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• A New Algorithm for Unconstrained Optimization

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