On per-iteration complexity of high order Chebyshev methods for sparse functions with banded Hessians

DOI10.1007/s11075-013-9767-yzbMath1298.49050MaRDI QIDQ403098

Jean-Pierre Dussault, Bilel Kchouk

Publication date: 29 August 2014

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-013-9767-y

zbMATH Keywords

optimization; automatic differentiation; algorithm complexity; banded Hessians; high order Chebyshev methods; sparse functions

Mathematics Subject Classification ID

68Q25: Analysis of algorithms and problem complexity

90C60: Abstract computational complexity for mathematical programming problems

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

Uses Software

• LANCELOT
• LAPACK
• NAG
• CUTEr
• ve08
• minpack
• TAPENADE
• ColPack
• hess_pat
• CUTE