Academic
Publications
Partitioned Variable Metric Updates for Large Structured Optimization Problems

Partitioned Variable Metric Updates for Large Structured Optimization Problems,A. Griewank,Ph. L. Toint

Partitioned Variable Metric Updates for Large Structured Optimization Problems   (Citations: 23)
BibTex | RIS | RefWorks Download
Published in 1982.
Cumulative Annual
    • ...This is the approach used by Griewank and Toint in [16]...

    Kristján Jónassonet al. Corrected sequential linear programming for sparse minimax optimizatio...

    • ...The difficulties of the resulting singular updating problem have been discussed in [6] and it was found, both theoretically and in numerical experiments, that the DFP formula may blow up or lead to slow convergence...
    • ...where we again dropped the superscripts k. As done in [6], one can easily see that...
    • ...Thus, we see that, if the need arises to update B, then all formulae in the convex class are well defined and it was shown in [6] that the resulting B § is also positive semi-definite with nullspace N...
    • ...The numerical results reported in [6] are encouraging and further computational experience suggests that the algorithm described above has also good global convergence properties if the BFGS formula is used throughout...
    • ...Neither modification is very pleasing theoretically, because both destroy the restricted transformation invariance of the unmodified scheme discussed in [6]...

    A. Griewanket al. Local convergence analysis for partitioned quasi-Newton updates

Sort by: