A structured quasi-Newton algorithm for optimizing with incomplete Hessian information
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Publication:4634097
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Cites work
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- A new structured quasi-Newton algorithm using partial information on Hessian
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- Convergence Conditions for Ascent Methods. II: Some Corrections
- Convergence Theorems for Least-Change Secant Update Methods
- Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
- Duality in quasi-Newton methods and new variational characterizations of the DFP and BFGS updates
- Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
- Line search algorithms with guaranteed sufficient decrease
- Local convergence analysis for partitioned quasi-Newton updates
- On Secant Updates for Use in General Constrained Optimization
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Quasi-Newton Methods, Motivation and Theory
- Representations of quasi-Newton matrices and their use in limited memory methods
- Variable metric methods for unconstrained optimization and nonlinear least squares
Cited in
(6)- Newton-type methods for non-convex optimization under inexact Hessian information
- ALADIN‐—An open‐source MATLAB toolbox for distributed non‐convex optimization
- Compact representations of structured BFGS matrices
- On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations
- A modified quasi-Newton method for structured optimization with partial information on the Hessian
- A new structured quasi-Newton algorithm using partial information on Hessian
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