A partitioned PSB method for partially separable unconstrained optimization problems

DOI10.1016/J.AMC.2016.06.009MaRDI QIDQ1733684zbMATH OpenOpenAlexFDO

Authors Lan Yao, Huiping Cao

Publication date 21 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2016.06.009

zbMATH Keywords

global convergencesuperlinear convergencepartially separable optimization problemspartitioned PSB methodprojected PSB method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

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Cites work

• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• A modified BFGS method and its global convergence in nonconvex minimization
• An Optimal Positive Definite Update for Sparse Hessian Matrices
• An unconstrained optimization test functions collection
• Analysis of sparse quasi-Newton updates with positive definite matrix completion
• Benchmarking optimization software with performance profiles.
• Convergence Results for Schubert’s Method for Solving Sparse Nonlinear Equations
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Global convergence of the partitioned BFGS algorithm for convex partially separable optimization
• Local convergence analysis for partitioned quasi-Newton updates
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• On the Global Convergence of Broyden's Method
• On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
• On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
• Partitioned variable metric updates for large structured optimization problems
• Sparse quasi-Newton updates with positive definite matrix completion
• Sufficient descent directions in unconstrained optimization
• The global convergence of partitioned BFGS on problems with convex decompositions and Lipschitzian gradients
• Trust-region interior-point method for large sparsel₁optimization
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(2)

• A sequential approach for unconstrained optimization via a partitioning technique
• Global convergence of the partitioned BFGS algorithm for convex partially separable optimization

Describes a project that uses

Uses Software

• ve08
• L-BFGS

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