Partitioned variable metric updates for large structured optimization problems View Full Text


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Article Info

DATE

1982-02

AUTHORS

A. Griewank, Ph. L. Toint

ABSTRACT

This paper presents a minimization method based on the idea of partitioned updating of the Hessian matrix in the case where the objective function can be decomposed in a sum of convex “element” functions. This situation occurs in a large class of practical problems including nonlinear finite elements calculations. Some theoretical and algorithmic properties of the update are discussed and encouraging numerical results are presented. More... »

PAGES

119-137

References to SciGraph publications

  • 1970-06. Unified approach to quadratically convergent algorithms for function minimization in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 1981-12. A note about sparsity exploiting quasi-Newton updates in MATHEMATICAL PROGRAMMING
  • 2007-12-03. Solution of linear systems of equations: Iterative methods in SPARSE MATRIX TECHNIQUES
  • 1977-12. Restart procedures for the conjugate gradient method in MATHEMATICAL PROGRAMMING
  • 1976-12. Optimal conditioning of self-scaling variable Metric algorithms in MATHEMATICAL PROGRAMMING
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bf01399316

    DOI

    http://dx.doi.org/10.1007/bf01399316

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1039339277


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