Convergence analysis of sparse quasi-Newton updates with positive definite matrix completion for two-dimensional functions

DOI10.3934/naco.2011.1.61zbMath1219.90188OpenAlexW2331063460MaRDI QIDQ550506

Nobuo Yamashita, Yu-Hong Dai

Publication date: 11 July 2011

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2011.1.61

zbMATH Keywords

global convergencelarge-scale optimizationquasi-Newton methodsparsitypositive definite matrix completion

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

Related Items (3)

Analysis of sparse quasi-Newton updates with positive definite matrix completion ⋮ Partitioned quasi-Newton methods for sparse nonlinear equations ⋮ A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization

Uses Software

• LANCELOT
• L-BFGS
• SifDec

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