A quasi-Newton method with sparse triple factorization for unconstrained minimization
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Publication:797967
DOI10.1007/BF02242275zbMATH Open0546.65039MaRDI QIDQ797967FDOQ797967
Publication date: 1984
Published in: Computing (Search for Journal in Brave)
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- scientific article; zbMATH DE number 872679
superlinear convergencequasi-Newton methodsparse Hessianupdatingunconstrained minimizationsparse matrix techniquestriple factorizationLDR factorization
Cites Work
- Methods for Modifying Matrix Factorizations
- Sparse Matrix Methods in Optimization
- On Variable-Metric Methods for Sparse Hessians
- On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
- Direct Secant Updates of Matrix Factorizations
- Factorized Variable Metric Methods for Unconstrained Optimization
- On the Modification of LDL T Factorizations
- Triangular factors of modified matrices
- A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations
- Quasi-Newton Methods for Unconstrained Optimization
- Sparse matrices
Cited In (1)
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