On the updating scheme in a class of collinear scaling algorithms for sparse minimization

DOI10.1007/BF00939911zbMath0792.90062OpenAlexW1987741680MaRDI QIDQ1321251

D. T. M. Lau, Ariyawansa, K. A.

Publication date: 25 July 1994

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

Full work available at URL: https://doi.org/10.1007/bf00939911

zbMATH Keywords

unconstrained minimizationcollinear scalingsquasi-Newton methodsconic approximationssparse Hessianstrust-region step

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (1)

A numerical evaluation of some collinear scaling algorithms for unconstrained

Cites Work

• Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms
• Least-Change Updates to Cholesky Factors Subject to the Nonlinear Quasi-Newton Condition
• Conic Approximations and Collinear Scalings for Optimizers
• Newton’s Method with a Model Trust Region Modification
• Collinear scaling and sequential estimation in sparse optimization algorithms

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