On the Estimation of Sparse Hessian Matrices

DOI10.1137/0716078zbMath0426.65025OpenAlexW2003363022WikidataQ58185993 ScholiaQ58185993MaRDI QIDQ3862330

M. J. D. Powell, 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/10.1137/0716078

zbMATH Keywords

symmetryalgorithmsdirect methodsubstitution methodsparsity structuresecond derivative matrixsparse Hessian matricesestimating second derivatives of a real valued function of several variables

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Numerical differentiation (65D25)

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