Analysis of sparse quasi-Newton updates with positive definite matrix completion (Q489095)
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scientific article; zbMATH DE number 6391344
| Language | Label | Description | Also known as |
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| English | Analysis of sparse quasi-Newton updates with positive definite matrix completion |
scientific article; zbMATH DE number 6391344 |
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Analysis of sparse quasi-Newton updates with positive definite matrix completion (English)
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27 January 2015
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Yamashita proposed a quasi-Newton update, called MCQN, for solving the unconstrained optimization problem. Under suitable assumptions, the local and superlinear convergence of the MCQN update with Broyden's convex family is established. A global analysis is provided for the MCQN update with Broyden's convex family assuming that the objective function is uniformly convex and its dimension is two. Some numerical study on five test problems of the MCQN update with Broyden's positive family is presented.
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quasi-Newton method
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large-scale problems
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sparsity
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positive definite matrix completion
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superlinear convergence
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