Computing Modified Newton Directions Using a Partial Cholesky Factorization

DOI10.1137/0916009MaRDI QIDQ4325706zbMATH OpenOpenAlexFDO

Authors Anders Forsgren, Philip E. Gill, Walter Murray

Publication date 22 October 1995

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://digital.library.unt.edu/ark:/67531/metadc1186740/

zbMATH Keywords

quadratic programmingNewton methoddescent directionefficient algorithmlinesearchdirection of negative curvaturepartial Cholesky factorization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Nonlinear programming (90C30) Newton-type methods (49M15)

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Cited in

(13)

• Exploiting negative curvature in deterministic and stochastic optimization
• An algorithm for nonlinear optimization problems with binary variables
• Nonmonotonic projected algorithm with both trust region and line search for constrained optimization
• Block pivoting and shortcut strategies for detecting copositivity
• A globally and quadratically convergent algorithm with efficient implementation for unconstrained optimization
• Exploiting negative curvature in conjunction with adaptive sampling: theoretical results and a practical algorithm
• An algorithm for indefinite quadratic programming based on a partial Cholesky factorization
• Improving directions of negative curvature in an efficient manner
• Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
• Nonmonotone curvilinear line search methods for unconstrained optimization
• scientific article; zbMATH DE number 6008490 (Why is no real title available?)
• Modified Cholesky algorithms: A catalog with new approaches
• Preconditioning regularized least squares problems arising from high-resolution image reconstruction from low-resolution frames

Describes a project that uses

Uses Software

• Matlab

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