### Abstract

Original language | English |
---|---|

Pages (from-to) | 839-851 |

Number of pages | 13 |

Journal | Mathematics Of Computation |

Volume | 32 |

Issue number | 143 |

Publication status | Published - 1978 |

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*Mathematics Of Computation*, vol. 32, no. 143, pp. 839-851.

**Some Numerical Result Using a Sparse Matrix Updating Formula in Unconstrained Optimization.** / Toint, Philippe.

Research output: Contribution to journal › Article

TY - JOUR

T1 - Some Numerical Result Using a Sparse Matrix Updating Formula in Unconstrained Optimization

AU - Toint, Philippe

PY - 1978

Y1 - 1978

N2 - This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the methods included in the comparison use difference approximation schemes to evaluate the second derivative matrix and other use an approximation to it which is updated regularly using the changes in the gradient. These results show what method to use in what circumstances and also suggest interesting future developments.

AB - This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the methods included in the comparison use difference approximation schemes to evaluate the second derivative matrix and other use an approximation to it which is updated regularly using the changes in the gradient. These results show what method to use in what circumstances and also suggest interesting future developments.

M3 - Article

VL - 32

SP - 839

EP - 851

JO - Mathematics Of Computation

JF - Mathematics Of Computation

SN - 0025-5718

IS - 143

ER -