Collinear scaling and sequential estimation in sparse optimization algorithms

DOI10.1007/BFB0120977MaRDI QIDQ4746390zbMATH OpenFDO

Authors Danny C. Sorensen

Publication date 1982

Published in Algorithms and Theory in Filtering and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BFB0120977

zbMATH Keywords

collinear scalingminimum-norm problemsquasi-Newton updatessequential estimates

Mathematics Subject Classification ID

Newton-type methods (49M15) Sequential estimation (62L12) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical mathematical programming methods (65K05)

Cited in

(9)

• Recent developments in constrained optimization
• On the updating scheme in a class of collinear scaling algorithms for sparse minimization
• On Davidon's collinear scaling algorithms for optimization
• Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
• A numerical evaluation of some collinear scaling algorithms for unconstrained
• Analysis of sparse quasi-Newton updates with positive definite matrix completion
• A Bregman extension of quasi-Newton updates I: An information geometrical framework
• Linear optimization over homogeneous matrix cones
• Sparse quasi-Newton updates with positive definite matrix completion

Describes a project that uses

Uses Software

• LINPACK

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