A note on direct methods for approximations of sparse Hessian matrices
Aplikace matematiky (1988)
- Volume: 33, Issue: 3, page 171-176
- ISSN: 0862-7940
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topTůma, Miroslav. "A note on direct methods for approximations of sparse Hessian matrices." Aplikace matematiky 33.3 (1988): 171-176. <http://eudml.org/doc/15535>.
@article{Tůma1988,
abstract = {Necessity of computing large sparse Hessian matrices gave birth to many methods for their effective approximation by differences of gradients. We adopt the so-called direct methods for this problem that we faced when developing programs for nonlinear optimization. A new approach used in the frame of symmetric sequential coloring is described. Numerical results illustrate the differences between this method and the popular Powell-Toint method.},
author = {Tůma, Miroslav},
journal = {Aplikace matematiky},
keywords = {large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme; large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme},
language = {eng},
number = {3},
pages = {171-176},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A note on direct methods for approximations of sparse Hessian matrices},
url = {http://eudml.org/doc/15535},
volume = {33},
year = {1988},
}
TY - JOUR
AU - Tůma, Miroslav
TI - A note on direct methods for approximations of sparse Hessian matrices
JO - Aplikace matematiky
PY - 1988
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 33
IS - 3
SP - 171
EP - 176
AB - Necessity of computing large sparse Hessian matrices gave birth to many methods for their effective approximation by differences of gradients. We adopt the so-called direct methods for this problem that we faced when developing programs for nonlinear optimization. A new approach used in the frame of symmetric sequential coloring is described. Numerical results illustrate the differences between this method and the popular Powell-Toint method.
LA - eng
KW - large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme; large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme
UR - http://eudml.org/doc/15535
ER -
References
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