Constrained definite Hessians tend to be well conditioned

DOI10.1007/BF01584245zbMath0461.90062MaRDI QIDQ3911678

G. W. Stewart

Publication date: 1981

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

comparison of algorithmsconstrained definite Hessiansill- conditioned Hessianstesting of optimization algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Cites Work

• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
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