An example concerning quasi-Newton estimation of a sparse hessian-Reference-Cited by-同舟云学术

An example concerning quasi-Newton estimation of a sparse hessian

Published:1981-06 Issue:2 Volume:16 Page:8-10
ISSN:0163-5778
Container-title:ACM SIGNUM Newsletter
language:en
Short-container-title:SIGNUM Newsl.

Author:

Sorensen Danny C.¹

Affiliation:

1. Argonne, Illinois

Abstract

An example is given which shows that certain quasi-Newton methods for sparse optimization problems can be unstable.

Publisher

Association for Computing Machinery (ACM)

Link

https://dl.acm.org/doi/pdf/10.1145/1057562.1057564

Reference10 articles.

1. Quasi-Newton Methods, Motivation and Theory

2. Least Change Secant Updates for Quasi-Newton Methods

3. E. Marwill "Local and linear convergence of an algorithm for solving a sparse minimization problem " to appear in SIAM J. on Numerical Analysis. E. Marwill "Local and linear convergence of an algorithm for solving a sparse minimization problem " to appear in SIAM J. on Numerical Analysis.

4. Quasi-Newton formulae for sparse second derivative matrices;Powell M. J. D.;Internal Report DAMTP,1979

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