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

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    Abstract

    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.
    Original languageEnglish
    Pages (from-to)839-851
    Number of pages13
    JournalMathematics Of Computation
    Volume32
    Issue number143
    Publication statusPublished - 1978

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