Multiple Schubert’s updating matrix and its compact representation
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Publication:4456539
DOI10.1007/s11741-002-0051-yzbMath1045.65051MaRDI QIDQ4456539
Publication date: 16 March 2004
Published in: Journal of Shanghai University (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11741-002-0051-y
numerical example; quasi-Newton algorithm; limited memory methods; Broyden's update; Schubert's method; multiple version; systems of sparse equations
65F50: Computational methods for sparse matrices
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C53: Methods of quasi-Newton type
65F10: Iterative numerical methods for linear systems
Uses Software
Cites Work
- Some numerical experiments with variable-storage quasi-Newton algorithms
- On the limited memory BFGS method for large scale optimization
- Representations of quasi-Newton matrices and their use in limited memory methods
- The linear algebra of block quasi-Newton algorithms
- Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
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