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

descent directiondirection of negative curvatureefficient algorithmlinesearchNewton methodpartial Cholesky factorizationquadratic programming

Mathematics Subject Classification ID

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

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Cited in

(14)

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

Describes a project that uses

Uses Software

• Matlab

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