Towards an Efficient Sparsity Exploiting Newton Method for Minimization

    Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter (peer-reviewed)


    The paper surveys some recently proposed algorithms for unconstrained minimization when second derivative of the objective function is sparse. Updating and estimation procedures are considered from the efficiency point of view. Special attention is given to the case where the Hessian has a band structure. A new strategy for the choice of the step is also discussed and some numerical results on a specially designed test function are presented.
    Original languageEnglish
    Title of host publicationSparse Matrices and Their Uses
    EditorsI. S Duff
    Place of PublicationLondon
    PublisherAcademic press
    Number of pages32
    Publication statusPublished - 1981


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