Towards an Efficient Sparsity Exploiting Newton Method for Minimization

Philippe Toint

Towards an Efficient Sparsity Exploiting Newton Method for Minimization

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter (peer-reviewed)

Abstract

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 language	English
Title of host publication	Sparse Matrices and Their Uses
Editors	I. S Duff
Place of Publication	London
Publisher	Academic press
Pages	57-88
Number of pages	32
Publication status	Published - 1981

ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization
Sartenaer, A. & Toint, P.
1/01/87 → …
Project: Research Axis

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title = "Towards an Efficient Sparsity Exploiting Newton Method for Minimization",

abstract = "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.",

author = "Philippe Toint",

note = "Publication editors : I.S. Duff",

year = "1981",

language = "English",

pages = "57--88",

editor = "Duff, {I. S}",

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T1 - Towards an Efficient Sparsity Exploiting Newton Method for Minimization

AU - Toint, Philippe

N1 - Publication editors : I.S. Duff

PY - 1981

Y1 - 1981

N2 - 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.

AB - 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.

M3 - Chapter (peer-reviewed)

SP - 57

EP - 88

BT - Sparse Matrices and Their Uses

A2 - Duff, I. S

PB - Academic press

CY - London

ER -

Towards an Efficient Sparsity Exploiting Newton Method for Minimization

Abstract

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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

Cite this