Towards an Efficient Sparsity Exploiting Newton Method for Minimization

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter (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 languageEnglish
Title of host publicationSparse Matrices and Their Uses
EditorsI. S Duff
Place of PublicationLondon
PublisherAcademic press
Pages57-88
Number of pages32
Publication statusPublished - 1981

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Newton-Raphson method
Band structure
Derivatives

Cite this

Toint, P. (1981). Towards an Efficient Sparsity Exploiting Newton Method for Minimization. In I. S. Duff (Ed.), Sparse Matrices and Their Uses (pp. 57-88). London: Academic press.
Toint, Philippe. / Towards an Efficient Sparsity Exploiting Newton Method for Minimization. Sparse Matrices and Their Uses. editor / I. S Duff. London : Academic press, 1981. pp. 57-88
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Toint, P 1981, Towards an Efficient Sparsity Exploiting Newton Method for Minimization. in IS Duff (ed.), Sparse Matrices and Their Uses. Academic press, London, pp. 57-88.

Towards an Efficient Sparsity Exploiting Newton Method for Minimization. / Toint, Philippe.

Sparse Matrices and Their Uses. ed. / I. S Duff. London : Academic press, 1981. p. 57-88.

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

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Toint P. Towards an Efficient Sparsity Exploiting Newton Method for Minimization. In Duff IS, editor, Sparse Matrices and Their Uses. London: Academic press. 1981. p. 57-88