Partitioned variable metric updates for large structured optimization problems

A. Griewank; Ph.L. Toint

doi:10.1007/BF01399316

Partitioned variable metric updates for large structured optimization problems

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Abstract

This paper presents a minimization method based on the idea of partitioned updating of the Hessian matrix in the case where the objective function can be decomposed in a sum of convex "element" functions. This situation occurs in a large class of practical problems including nonlinear finite elements calculations. Some theoretical and algorithmic properties of the update are discussed and encouraging numerical results are presented. © 1982 Springer-Verlag.

Original language	English
Pages (from-to)	119-137
Number of pages	19
Journal	Numerische Mathematik
Volume	39
DOIs	https://doi.org/10.1007/BF01399316
Publication status	Published - 1 Feb 1982

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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

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Griewank, A., & Toint, P. L. (1982). Partitioned variable metric updates for large structured optimization problems. Numerische Mathematik, 39, 119-137. https://doi.org/10.1007/BF01399316

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