A quasi-Newton method with sparse triple factorization for unconstrained minimization

DOI10.1007/BF02242275zbMATH Open0546.65039MaRDI QIDQ797967FDOQ797967

Authors Dao-qi Chen, R. P. Tewarson 

Publication date 1984

Published in Computing (Search for Journal in Brave)

zbMATH Keywords

superlinear convergencequasi-Newton methodsparse Hessianupdatingunconstrained minimizationsparse matrix techniquestriple factorizationLDR factorization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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• scientific article; zbMATH DE number 872679

Cites work

• A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations
• Direct Secant Updates of Matrix Factorizations
• Factorized Variable Metric Methods for Unconstrained Optimization
• Methods for Modifying Matrix Factorizations
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• On Variable-Metric Methods for Sparse Hessians
• On the Modification of LDL T Factorizations
• Quasi-Newton Methods for Unconstrained Optimization
• Sparse Matrix Methods in Optimization
• Sparse matrices
• Triangular factors of modified matrices

Cited in

(3)

• Low‐complexity minimization algorithms
• Sparse Hessian factorization in curved trajectories for unconstrained minimization
• Sparsity in higher order methods for unconstrained optimization

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