A quasi-Newton method with sparse triple factorization for unconstrained minimization

DOI10.1007/BF02242275zbMath0546.65039MaRDI QIDQ797967

Dao-qi Chen, Reginald P. Tewarson

Publication date: 1984

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

unconstrained minimizationupdatingsuperlinear convergencequasi-Newton methodsparse Hessiansparse matrix techniquestriple factorizationLDR factorization

Mathematics Subject Classification ID

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

Cites Work

• Triangular factors of modified matrices
• A Quasi-Newton Method Employing Direct Secant Updates of Matrix Factorizations
• On Variable-Metric Methods for Sparse Hessians
• Direct Secant Updates of Matrix Factorizations
• On the Modification of LDL T Factorizations
• Factorized Variable Metric Methods for Unconstrained Optimization
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• Methods for Modifying Matrix Factorizations
• Sparse Matrix Methods in Optimization
• Quasi-Newton Methods for Unconstrained Optimization
• Sparse matrices

This page was built for publication: A quasi-Newton method with sparse triple factorization for unconstrained minimization