Sparse quasi-Newton updates with positive definite matrix completion

DOI10.1007/S10107-007-0137-1zbMATH Open1151.90059OpenAlexW2038309122MaRDI QIDQ930341FDOQ930341

Nobuo Yamashita

Publication date: 30 June 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0137-1

zbMATH Keywords

sparsityunconstrained optimizationlarge-scale problemsquasi-Newton methodpositive definite matrix completion

Mathematics Subject Classification ID

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

Cites Work

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• Partitioned variable metric updates for large structured optimization problems
• CUTEr and SifDec
• Numerical Optimization
• On the limited memory BFGS method for large scale optimization
• Updating Quasi-Newton Matrices with Limited Storage
• Positive definite completions of partial Hermitian matrices
• Exploiting sparsity in semidefinite programming via matrix completion. I: General framework
• A New Variational Result for Quasi-Newton Formulae
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• On the existence of convex decompositions of partially separable functions
• On the Estimation of Sparse Hessian Matrices
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• Collinear scaling and sequential estimation in sparse optimization algorithms
• An Optimal Positive Definite Update for Sparse Hessian Matrices
• The Shanno-Toint Procedure for Updating Sparse Symmetric Matrices
• Forcing sparsity by projecting with respect to a non-diagonally weighted frobenius norm

Cited In (15)

• Global convergence of Schubert's method for solving sparse nonlinear equations
• Multiplicity adjustment for temporal and spatial scan statistics using Markov property
• A partitioned PSB method for partially separable unconstrained optimization problems
• Superlinear convergence of Broyden's method and BFGS algorithm using Kantorovich-type assumptions
• Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point
• On listing, sampling, and counting the chordal graphs with edge constraints
• Elliptic algebro-geometric solutions of the KdV and AKNS hierarchies - an analytic approach
• A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties
• A reduced-space line-search method for unconstrained optimization via random descent directions
• An alternating trust region algorithm for distributed linearly constrained nonlinear programs, application to the optimal power flow problem
• On Listing, Sampling, and Counting the Chordal Graphs with Edge Constraints
• A Bregman extension of quasi-Newton updates I: an information geometrical framework
• Analysis of sparse quasi-Newton updates with positive definite matrix completion
• Logarithmic barriers for sparse matrix cones
• Partitioned quasi-Newton methods for sparse nonlinear equations

Uses Software

• LANCELOT
• L-BFGS
• CUTEr
• ve08
• symrcm

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