Computational experience with methods for estimating sparse hessians for nonlinear optimization

DOI10.1007/BF00934575zbMath0441.49039MaRDI QIDQ1142991

David F. Shanno

Publication date: 1981

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationquadratic terminationLDL' decompositionsparse BFGS methods

Mathematics Subject Classification ID

Newton-type methods (49M15) Decomposition methods (49M27) Methods of reduced gradient type (90C52) Software, source code, etc. for problems pertaining to calculus of variations and optimal control (49-04)

Cites Work

• On Variable-Metric Methods for Sparse Hessians
• On the Modification of LDL T Factorizations
• Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• Generating conjugate directions without line searches using factorized variable metric updating formulas
• A Family of Variable-Metric Methods Derived by Variational Means
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization