Optimization by Direct Search in Matrix Computations

DOI10.1137/0614023zbMath0776.65047OpenAlexW2141307884WikidataQ56998978 ScholiaQ56998978MaRDI QIDQ5286277

Nicholas J. Higham

Publication date: 29 June 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/346/1/0614023.pdf

zbMATH Keywords

direct search methodsGaussian eliminationmatrix inversionalternating direction methodmatrix multiplicationmatrix computationsQR- factorizationmultidirectional search methodcondition estimatorsmatrix condition number estimationVandermonde system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (11)

Inverse truss design as a conic mathematical program with equilibrium constraints ⋮ A recursive partitioning algorithm for matrix inversion on parallel computers ⋮ Efficient unconstrained black box optimization ⋮ Construction of IMEX DIMSIMs of high order and stage order ⋮ A Zeroth-Order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization ⋮ Analysis of direct searches for discontinuous functions ⋮ A derivative-free trust region algorithm with nonmonotone filter technique for bound constrained optimization ⋮ A New Preconditioner that Exploits Low-Rank Approximations to Factorization Error ⋮ Perturbation analysis of orthogonal canonical forms ⋮ Unnamed Item ⋮ Estimating the matrix \(p\)-norm

Uses Software

• LAPACK
• subplex

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