On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem

DOI10.1137/0716076zbMath0426.65024OpenAlexW1988591078WikidataQ58185997 ScholiaQ58185997MaRDI QIDQ3862329

Phillipe L. Toint

Publication date: 1979

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0716076

zbMATH Keywords

algorithmunconstrained optimizationconvergence propertiesHessian matrixquasi-Newton matricessparsity of the second derivative matrix

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15)

Related Items (12)

Conditions for convergence of trust region algorithms for nonsmooth optimization ⋮ Augmented penalty algorithms based on BFGS secant approximations and trust regions ⋮ On the efficient solution of nonlinear finite element equations. II. Bound-constrained problems ⋮ Approximate quasi-Newton methods ⋮ Approximating Hessians in unconstrained optimization arising from discretized problems ⋮ Convergence of quasi-Newton matrices generated by the symmetric rank one update ⋮ A partitioned PSB method for partially separable unconstrained optimization problems ⋮ A note about sparsity exploiting quasi-Newton updates ⋮ Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods ⋮ Some investigations in a new algorithm for nonlinear optimization based on conic models of the objective function ⋮ Recent advances in trust region algorithms ⋮ A Sparse Quasi-Newton Update Derived Variationally with a Nondiagonally Weighted Frobenius Norm

This page was built for publication: On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem