Software for estimating sparse Hessian matrices-Reference-Cited by-同舟云学术

Software for estimating sparse Hessian matrices

Published:1985-12 Issue:4 Volume:11 Page:363-377
ISSN:0098-3500
Container-title:ACM Transactions on Mathematical Software
language:en
Short-container-title:ACM Trans. Math. Softw.

Author:

Coleman Thomas F.¹,Garbow Burton S.²,Moré Jorge J.²

Affiliation:

1. Cornell Univ., Ithaca, NY

2. Argonne National Laboratory, Argonne, IL

Abstract

The solution of a nonlinear optimization problem often requires an estimate of the Hessian matrix for a function f . In large scale problems, the Hessian matrix is usually sparse, and then estimation by differences of gradients is attractive because the number of differences can be small compared to the dimension of the problem. In this paper we describe a set of subroutines whose purpose is to estimate the Hessian matrix with the least possible number of gradient evaluations.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Link

https://dl.acm.org/doi/pdf/10.1145/6187.6190

Reference10 articles.

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5. GILL P. E. MURRAY W. AND WRIGHT M.H. Practical Optimization. Academic Press New York 1981. GILL P. E. MURRAY W. AND WRIGHT M.H. Practical Optimization. Academic Press New York 1981.

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