Optimization of unconstrained functions with sparse Hessian matrices—Quasi-Newton methods

DOI10.1007/BF02591769zbMath0513.90072OpenAlexW2089895988MaRDI QIDQ3659547

Mukund N. Thapa

Publication date: 1983

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591769

zbMATH Keywords

Cholesky factorizationcomputational experiencepositive-definitenessdense unconstrained optimizationknown sparsity patternsparse quasi- Newton methodstwice- continuously differentiable function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37)

Related Items

A sparse sequential quadratic programming algorithm, Optimization of unconstrained functions with sparse hessian matrices-newton-type methods, Optimization of large-scale complex systems

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