An Optimal Positive Definite Update for Sparse Hessian Matrices

DOI10.1137/0805010MaRDI QIDQ4764315zbMATH OpenOpenAlexFDO

Authors Roger Fletcher

Publication date 13 November 1995

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0805010

zbMATH Keywords

numerical resultsBFGS methodsmooth unconstrained optimizationRosenbrock function\(LDL\) factorizationBFGS-formulaLancelot methodNocedal methodPR-cg methodquasi-Newton update algorithmsparse matrix updatetridiagonal Hessians

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Recommendations

• Sparse quasi-Newton updates with positive definite matrix completion
• On the Sparse and Symmetric Least-Change Secant Update
• Analysis of sparse quasi-Newton updates with positive definite matrix completion
• A quasi-Newton method with sparse triple factorization for unconstrained minimization
• scientific article; zbMATH DE number 1101645

Cited in

(25)

• A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information
• Global convergence of Schubert's method for solving sparse nonlinear equations
• A Bregman extension of quasi-Newton updates I: An information geometrical framework
• Optimization techniques for tree-structured nonlinear problems
• A partitioned PSB method for partially separable unconstrained optimization problems
• Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
• A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties
• Approximating sparse Hessian matrices using large-scale linear least squares
• Sparse Hessian factorization in curved trajectories for unconstrained minimization
• Partitioning group correction Cholesky techniques for large scale sparse unconstrained optimization
• Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization
• The substitution secant/finite difference method for large scale sparse unconstrained optimization
• On the Sparse and Symmetric Least-Change Secant Update
• A note on direct methods for approximations of sparse Hessian matrices
• Truncated partitioning group correction algorithms for large-scale sparse unconstrained optimi\-zation
• Analysis of sparse quasi-Newton updates with positive definite matrix completion
• Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions
• Diagonal bundle method for nonsmooth sparse optimization
• Variable metric methods for unconstrained optimization and nonlinear least squares
• Sparse quasi-Newton updates with positive definite matrix completion
• Low‐complexity minimization algorithms
• Another way to implement the Powell formula for updating Hessian matrices related to transition structures
• Approximating large-scale Hessian matrices using secant equations
• Logarithmic barriers for sparse matrix cones
• Partitioned quasi-Newton methods for sparse nonlinear equations

Describes a project that uses

Uses Software

• ve08
• L-BFGS
• LANCELOT

This page was built for publication: An Optimal Positive Definite Update for Sparse Hessian Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4764315)