Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions

DOI10.3934/NACO.2011.1.61MaRDI QIDQ550506zbMATH OpenOpenAlexFDO

Authors Yuhong Dai, Nobuo Yamashita

Publication date 11 July 2011

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/naco.2011.1.61

zbMATH Keywords

global convergencelarge-scale optimizationpositive definite matrix completionquasi-Newton methodsparsity

Mathematics Subject Classification ID

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

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Cited in

(4)

• A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization
• Analysis of sparse quasi-Newton updates with positive definite matrix completion
• Partitioned quasi-Newton methods for sparse nonlinear equations
• Sparse quasi-Newton updates with positive definite matrix completion

Describes a project that uses

Uses Software

• SIFDecode
• LANCELOT
• L-BFGS

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