Partitioned variable metric updates for large structured optimization problems

A. Griewank, Ph.L. Toint

    Research output: Contribution to journalArticle

    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 languageEnglish
    Pages (from-to)119-137
    Number of pages19
    JournalNumerische Mathematik
    Volume39
    DOIs
    Publication statusPublished - 1 Feb 1982

    Fingerprint Dive into the research topics of 'Partitioned variable metric updates for large structured optimization problems'. Together they form a unique fingerprint.

  • Projects

    Cite this