CrossRef 1978 55 sitasi

Some numerical results using a sparse matrix updating formula in unconstrained optimization

Ph. L. Toint

Abstrak

This paper presents a numerical comparison between algorithms for unconstrained optimization that take account of sparsity in the second derivative matrix of the objective function. Some of the methods included in the comparison use difference approximation schemes to evaluate the second derivative matrix and others use an approximation to it which is updated regularly using the changes in the gradient. These results show what method to use in what circumstances and also suggest interesting future developments.

Penulis (1)

P

Ph. L. Toint

Format Sitasi

Toint, P.L. (1978). Some numerical results using a sparse matrix updating formula in unconstrained optimization. https://doi.org/10.1090/s0025-5718-1978-0483452-7

Akses Cepat

Informasi Jurnal
Tahun Terbit
1978
Bahasa
en
Total Sitasi
55×
Sumber Database
CrossRef
DOI
10.1090/s0025-5718-1978-0483452-7
Akses
Terbatas