Computing Modified Newton Directions Using a Partial Cholesky Factorization
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Publication:4325706
DOI10.1137/0916009zbMath0823.49021OpenAlexW2134847890MaRDI QIDQ4325706
Anders Forsgren, Walter Murray, Philip E. Gill
Publication date: 22 October 1995
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc1186740/
quadratic programmingNewton methodefficient algorithmdescent directionlinesearchdirection of negative curvaturepartial Cholesky factorization
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Direct numerical methods for linear systems and matrix inversion (65F05)
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