A note about sparsity exploiting quasi-Newton updates

DOI10.1007/BF01584238zbMath0463.90081WikidataQ58185987 ScholiaQ58185987MaRDI QIDQ3914773

Phillipe L. Toint

Publication date: 1981

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

zbMATH Keywords

unconstrained optimization; quasi-Newton updates; sparsity; matrix updating; Frobenius projection

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

Related Items

Approximating Hessians in unconstrained optimization arising from discretized problems, On the generation of updates for quasi-Newton methods, Partitioned variable metric updates for large structured optimization problems, A parallel computing scheme for minimizing a class of large scale functions, Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization, A Sparse Quasi-Newton Update Derived Variationally with a Nondiagonally Weighted Frobenius Norm, Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods

Cites Work

• Least Change Secant Updates for Quasi-Newton Methods
• On Variable-Metric Methods for Sparse Hessians
• On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem
• A note on quasi-newton formulae for sparse second derivative matrices
• Quasi-Newton Methods, Motivation and Theory
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation