Computational experience with methods for estimating sparse hessians for nonlinear optimization

DOI10.1007/BF00934575MaRDI QIDQ1142991zbMATH OpenFDO

Authors David F. Shanno

Publication date 1981

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00934575

zbMATH Keywords

LDL' decompositionquadratic terminationsparse BFGS methodsunconstrained optimization

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04) Newton-type methods (49M15) Decomposition methods (49M27) Methods of reduced gradient type (90C52)

Cites work

• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• Conditioning of Quasi-Newton Methods for Function Minimization
• Generating conjugate directions without line searches using factorized variable metric updating formulas
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• On the Modification of LDL T Factorizations
• On Variable-Metric Methods for Sparse Hessians
• The Convergence of a Class of Double-rank Minimization Algorithms

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