An Optimal Positive Definite Update for Sparse Hessian Matrices (Q4764315)
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scientific article; zbMATH DE number 750709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Positive Definite Update for Sparse Hessian Matrices |
scientific article; zbMATH DE number 750709 |
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An Optimal Positive Definite Update for Sparse Hessian Matrices (English)
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13 November 1995
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sparse matrix update
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BFGS method
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Nocedal method
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PR-cg method
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Lancelot method
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quasi-Newton update algorithm
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smooth unconstrained optimization
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BFGS-formula
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\(LDL\) factorization
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numerical results
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tridiagonal Hessians
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Rosenbrock function
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