Sparse quasi-Newton updates with positive definite matrix completion

DOI10.1007/s10107-007-0137-1zbMath1151.90059OpenAlexW2038309122MaRDI QIDQ930341

Nobuo Yamashita

Publication date: 30 June 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0137-1

zbMATH Keywords

unconstrained optimizationquasi-Newton methodsparsitylarge-scale problemspositive definite matrix completion

Mathematics Subject Classification ID

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

Related Items (15)

Logarithmic barriers for sparse matrix cones ⋮ An alternating trust region algorithm for distributed linearly constrained nonlinear programs, application to the optimal power flow problem ⋮ On Listing, Sampling, and Counting the Chordal Graphs with Edge Constraints ⋮ Global convergence of Schubert's method for solving sparse nonlinear equations ⋮ Superlinear convergence of Broyden's method and BFGS algorithm using Kantorovich-type assumptions ⋮ A Bregman extension of quasi-Newton updates. II: Analysis of robustness properties ⋮ A partitioned PSB method for partially separable unconstrained optimization problems ⋮ Analysis of sparse quasi-Newton updates with positive definite matrix completion ⋮ Partitioned quasi-Newton methods for sparse nonlinear equations ⋮ A Bregman extension of quasi-Newton updates I: an information geometrical framework ⋮ A reduced-space line-search method for unconstrained optimization via random descent directions ⋮ On listing, sampling, and counting the chordal graphs with edge constraints ⋮ Superlinear convergence of nonlinear conjugate gradient method and scaled memoryless BFGS method based on assumptions about the initial point ⋮ Multiplicity adjustment for temporal and spatial scan statistics using Markov property ⋮ Elliptic algebro-geometric solutions of the KdV and AKNS hierarchies - an analytic approach

Uses Software

• LANCELOT
• L-BFGS
• CUTEr
• ve08
• symrcm

Cites Work

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• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• On the existence of convex decompositions of partially separable functions
• CUTEr and SifDec

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