An Explicit Quasi-Newton Update for Sparse Optimization Calculations

DOI10.2307/2007377zbMath0516.65045OpenAlexW4256176175MaRDI QIDQ3664335

Angelo Lucia

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2007377

zbMATH Keywords

quasi-Newton methodssecant equationsparse optimizationupdating formulasparse Hessian matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (3)

Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms ⋮ Optimization techniques for tree-structured nonlinear problems ⋮ Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations

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