Computing Modified Newton Directions Using a Partial Cholesky Factorization (Q4325706)

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scientific article; zbMATH DE number 733281
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Computing Modified Newton Directions Using a Partial Cholesky Factorization
scientific article; zbMATH DE number 733281

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    Computing Modified Newton Directions Using a Partial Cholesky Factorization (English)
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    22 October 1995
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    Newton method
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    descent direction
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    direction of negative curvature
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    partial Cholesky factorization
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    quadratic programming
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    efficient algorithm
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    linesearch
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