A Sparse Quasi-Newton Method Based on Automatic Differentiation for Solving Unconstrained Optimization Problems

In our paper, we introduce a sparse and symmetric matrix completion quasi-Newton model using automatic differentiation, for solving unconstrained optimization problems where the sparse structure of the Hessian is available. The proposed method is a kind of matrix completion quasi-Newton method and h...

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Bibliographic Details
Main Authors: Huiping Cao, Xiaomin An
Format: article
Language:EN
Published: MDPI AG 2021
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Online Access:https://doaj.org/article/fd2e320392a24448bd2496d54df4470e
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