On the updating scheme in a class of collinear scaling algorithms for sparse minimization
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Publication:1321251
DOI10.1007/BF00939911zbMath0792.90062MaRDI QIDQ1321251
D. T. M. Lau, Ariyawansa, K. A.
Publication date: 25 July 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939911
unconstrained minimization; collinear scalings; quasi-Newton methods; conic approximations; sparse Hessians; trust-region step
90C30: Nonlinear programming
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Cites Work
- Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
- Least-Change Updates to Cholesky Factors Subject to the Nonlinear Quasi-Newton Condition
- Conic Approximations and Collinear Scalings for Optimizers
- Newton’s Method with a Model Trust Region Modification
- Collinear scaling and sequential estimation in sparse optimization algorithms