Analysis of sparse quasi-Newton updates with positive definite matrix completion
DOI10.1007/S40305-014-0039-XzbMATH Open1307.65087OpenAlexW2032863765MaRDI QIDQ489095FDOQ489095
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
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- scientific article; zbMATH DE number 766480
sparsitysuperlinear convergencelarge-scale problemsquasi-Newton methodpositive definite matrix completion
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)
Cites Work
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- Local convergence analysis for partitioned quasi-Newton updates
- Testing Unconstrained Optimization Software
- CUTEr and SifDec
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- Quasi-Newton Methods, Motivation and Theory
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- Convergence Properties of the BFGS Algoritm
- Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
- Title not available (Why is that?)
- On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
- How bad are the BFGS and DFP methods when the objective function is quadratic?
- Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
- Title not available (Why is that?)
- Collinear scaling and sequential estimation in sparse optimization algorithms
- An Optimal Positive Definite Update for Sparse Hessian Matrices
- 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
Cited In (6)
- Global convergence of Schubert's method for solving sparse nonlinear equations
- A partitioned PSB method for partially separable unconstrained optimization problems
- Title not available (Why is that?)
- 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
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