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

DOI10.1007/S40305-014-0039-XMaRDI QIDQ489095zbMATH OpenOpenAlexFDO

Authors Yuhong Dai, Nobuo Yamashita

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

sparsitysuperlinear convergencelarge-scale problemsquasi-Newton methodpositive 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)

Recommendations

• Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions
• Sparse quasi-Newton updates with positive definite matrix completion
• On the Sparse and Symmetric Least-Change Secant Update
• An Optimal Positive Definite Update for Sparse Hessian Matrices
• scientific article; zbMATH DE number 766480

Cites work

• scientific article; zbMATH DE number 3843081 (Why is no real title available?)
• scientific article; zbMATH DE number 1131993 (Why is no real title available?)
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• An Optimal Positive Definite Update for Sparse Hessian Matrices
• CUTEr and SifDec
• Collinear scaling and sequential estimation in sparse optimization algorithms
• Convergence Properties of the BFGS Algoritm
• Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions
• Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Local convergence analysis for partitioned quasi-Newton updates
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• On the limited memory BFGS method for large scale optimization
• Partitioned variable metric updates for large structured optimization problems
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
• Quasi-Newton Methods, Motivation and Theory
• Sparse quasi-Newton updates with positive definite matrix completion
• Testing Unconstrained Optimization Software
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(7)

• Global convergence of Schubert's method for solving sparse nonlinear equations
• A partitioned PSB method for partially separable unconstrained optimization problems
• scientific article; zbMATH DE number 3900068 (Why is no real title available?)
• Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions
• Half thresholding eigenvalue algorithm for semidefinite matrix completion
• Sparse quasi-Newton updates with positive definite matrix completion
• Partitioned quasi-Newton methods for sparse nonlinear equations

Describes a project that uses

Uses Software

• minpack
• ve08
• CUTEr
• L-BFGS

This page was built for publication: Analysis of sparse quasi-Newton updates with positive definite matrix completion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q489095)