Analysis of sparse quasi-Newton updates with positive definite matrix completion

DOI10.1007/s40305-014-0039-xzbMath1307.65087OpenAlexW2032863765MaRDI QIDQ489095

Nobuo Yamashita, Yu-Hong Dai

Publication date: 27 January 2015

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-014-0039-x

zbMATH Keywords

superlinear convergencequasi-Newton methodsparsitylarge-scale problemspositive definite matrix completion

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

Related Items

Half thresholding eigenvalue algorithm for semidefinite matrix completion ⋮ Global convergence of Schubert's method for solving sparse nonlinear equations ⋮ A partitioned PSB method for partially separable unconstrained optimization problems ⋮ Partitioned quasi-Newton methods for sparse nonlinear equations

Uses Software

• L-BFGS
• CUTEr
• ve08
• minpack

Cites Work

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