Sparse Hessian factorization in curved trajectories for unconstrained minimization

DOI10.1080/10556788.2012.707652zbMath1282.65068OpenAlexW2043684584MaRDI QIDQ5746681

Alberto J. Jimenez

Publication date: 7 February 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2012.707652

zbMATH Keywords

algorithmnumerical examplesill-conditioned problemcurve trajectory minimizationHessian factorizationsparse Hessian storage

Mathematics Subject Classification ID

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

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Uses Software

• LANCELOT
• CUTEr
• CTA

Cites Work

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• A New Modified Cholesky Factorization
• Newton’s Method with a Model Trust Region Modification
• Trust Region Methods
• An Approximate Minimum Degree Ordering Algorithm
• A Limited Memory Algorithm for Bound Constrained Optimization
• A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
• CUTEr and SifDec
• Algorithm 837
• Invertible Solutions to the Operator Equation TA - BT = C
• Benchmarking optimization software with performance profiles.