Analysis of sparse quasi-Newton updates with positive definite matrix completion
type: Item
instance of: scholarly article
title: Analysis of sparse quasi-Newton updates with positive definite matrix completion
zbMATH Open document ID: 1307.65087
author: Yuhong Dai
author: Nobuo Yamashita
published in: Journal of the Operations Research Society of China
publication date: 2015-01-27T00:00:00Z
review text: Yamashita proposed a quasi-Newton update, called MCQN, for solving the unconstrained optimization problem. Under suitable assumptions, the local and superlinear convergence of the MCQN update with Broyden's convex family is established. A global analysis is provided for the MCQN update with Broyden's convex family assuming that the objective function is uniformly convex and its dimension is two. Some numerical study on five test problems of the MCQN update with Broyden's positive family is presented.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C53
Mathematics Subject Classification ID: 90C06
zbMATH DE Number: 6391344
zbMATH Keywords: quasi-Newton method
zbMATH Keywords: large-scale problems
zbMATH Keywords: sparsity
zbMATH Keywords: positive definite matrix completion
zbMATH Keywords: superlinear convergence
describes a project that uses: minpack
describes a project that uses: CUTEr
describes a project that uses: L-BFGS
describes a project that uses: ve08
MaRDI profile type: Publication
full work available at URL: s40305-014-0039-x
OpenAlex ID: W2032863765
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DOI: 10.1007/S40305-014-0039-X
description: scientific article; zbMATH DE number 6391344