A Sparse Quasi-Newton Update Derived Variationally with a Nondiagonally Weighted Frobenius Norm

DOI10.2307/2007437zbMATH Open0529.65037OpenAlexW4248907637MaRDI QIDQ3311596FDOQ3311596

Authors: Philippe L. Toint 

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2007437

zbMATH Keywords

quasi-Newtonunconstrained minimizationsparsity patternnondiagonally weighted Frobenius normsymmetric sparse updating

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for sparse matrices (65F50) Nonlinear programming (90C30)

Cites Work

• A Family of Variable-Metric Methods Derived by Variational Means
• Title not available (Why is that?)
• Least Change Secant Updates for Quasi-Newton Methods
• Quasi-Newton Methods, Motivation and Theory
• Matrix conditioning and nonlinear optimization
• A Class of Methods for Solving Nonlinear Simultaneous Equations
• A New Algorithm for Unconstrained Optimization
• On Variable-Metric Methods for Sparse Hessians
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• Convergence Theorems for Least-Change Secant Update Methods
• Variations on Variable-Metric Methods
• Unified approach to quadratically convergent algorithms for function minimization
• Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
• On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
• A note about sparsity exploiting quasi-Newton updates

Cited In (3)

• On the generation of updates for quasi-Newton methods
• Long vectors for quasi-Newton updates
• A Kantorovich theorem for the structured PSB update in Hilbert space.

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