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

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...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Huiping Cao, Xiaomin An
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
Materias:
symmetric quasi-Newton method
unconstrained optimization problems
matrix completion
automatic differentiation
superlinear convergence
Broyden–Fletcher–Goldfarb–Shanno method
Mathematics
QA1-939
Acceso en línea:https://doaj.org/article/fd2e320392a24448bd2496d54df4470e
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!

Internet

https://doaj.org/article/fd2e320392a24448bd2496d54df4470e

Ejemplares similares