Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods
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Publication:3659547
DOI10.1007/BF02591769zbMath0513.90072MaRDI QIDQ3659547
Publication date: 1983
Published in: Mathematical Programming (Search for Journal in Brave)
Cholesky factorization; computational experience; positive-definiteness; dense unconstrained optimization; known sparsity pattern; sparse quasi- Newton methods; twice- continuously differentiable function
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49M15: Newton-type methods
49M37: Numerical methods based on nonlinear programming
Related Items
Optimization of large-scale complex systems, A sparse sequential quadratic programming algorithm, Optimization of unconstrained functions with sparse hessian matrices-newton-type methods
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