Abstract
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.
Keywords
MathematicsMatrix (chemical analysis)Sparse matrixDerivative (finance)Applied mathematicsMatrix functionMathematical optimizationFunction (biology)Second derivativeAlgorithmSymmetric matrixMathematical analysis
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Publication Info
- Year
- 1978
- Type
- article
- Volume
- 32
- Issue
- 143
- Pages
- 839-851
- Citations
- 72
- Access
- Closed
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Cite This
Philippe L. Toint
(1978).
Some numerical results using a sparse matrix updating formula in unconstrained optimization.
Mathematics of Computation
, 32
(143)
, 839-851.
https://doi.org/10.1090/s0025-5718-1978-0483452-7
Identifiers
- DOI
- 10.1090/s0025-5718-1978-0483452-7