Collinear scaling and sequential estimation in sparse optimization algorithms
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Publication:4746390
DOI10.1007/BFb0120977zbMath0508.49028MaRDI QIDQ4746390
Publication date: 1982
Published in: Algorithms and Theory in Filtering and Control (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Numerical computation of matrix norms, conditioning, scaling (65F35) Sequential estimation (62L12)
Related Items (9)
On Davidon's collinear scaling algorithms for optimization ⋮ Recent developments in constrained optimization ⋮ A numerical evaluation of some collinear scaling algorithms for unconstrained ⋮ Linear optimization over homogeneous matrix cones ⋮ Sparse quasi-Newton updates with positive definite matrix completion ⋮ Analysis of sparse quasi-Newton updates with positive definite matrix completion ⋮ A Bregman extension of quasi-Newton updates I: an information geometrical framework ⋮ Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms ⋮ On the updating scheme in a class of collinear scaling algorithms for sparse minimization
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