Inexact Newton Method for Minimization of Convex Piecewise Quadratic Functions
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Publication:5114894
DOI10.1007/978-3-030-23436-2_10zbMATH Open1442.65110arXiv1901.03245OpenAlexW2910953038MaRDI QIDQ5114894FDOQ5114894
Publication date: 29 June 2020
Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)
Abstract: An inexact Newton type method for numerical minimization of convex piecewise quadratic functions is considered and its convergence is analyzed. Earlier, a similar method was successfully applied to optimizaton problems arising in numerical grid generation. The method can be applied for computing a minimum norm nonnegative solution of underdetermined system of linear equations or for finding the distance between two convex polyhedra. The performance of the method is tested using sample data from NETLIB family of the University of Florida sparse matrix collection as well as quasirandom data.
Full work available at URL: https://arxiv.org/abs/1901.03245
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Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50)
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Cited In (4)
- Newton-type method for solving systems of linear equations and inequalities
- Quasi-Newton minimization for the \(p(x)\)-Laplacian problem
- An exterior Newton method for strictly convex quadratic programming
- The Newton bracketing method for the minimization of convex functions subject to affine constraints
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