The substitution secant/finite difference method for large scale sparse unconstrained optimization
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Publication:2508054
DOI10.1007/s10255-005-0267-2zbMath1163.90650OpenAlexW1982878260MaRDI QIDQ2508054
Publication date: 9 October 2006
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-005-0267-2
Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items (3)
Partitioning group correction Cholesky techniques for large scale sparse unconstrained optimization ⋮ On the convergence of partitioning group correction algorithms ⋮ Substitution secant/finite difference method to large sparse minimax problems
Uses Software
Cites Work
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- Convergence Results for Schubert’s Method for Solving Sparse Nonlinear Equations
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- On the Convergence of Broyden's Method for Nonlinear Systems of Equations
- An Optimal Positive Definite Update for Sparse Hessian Matrices
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
- The Convergence of an Algorithm for Solving Sparse Nonlinear Systems
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