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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.98.

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An explicit quasi-Newton update for sparse optimization calculations
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by Angelo Lucia PDF
Math. Comp. 40 (1983), 317-322 Request permission

Abstract:

A new quasi-Newton updating formula for sparse optimization calculations is presented. It makes combined use of a simple strategy for fixing symmetry and a Schubert correction to the upper triangle of a permuted Hessian approximation. Interesting properties of this new update are that it is closed form and that it does not satisfy the secant condition at every iteration of the calculations. Some numerical results are given that show that this update compares favorably with the sparse PSB update and appears to have a superlinear rate of convergence.
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Additional Information
  • © Copyright 1983 American Mathematical Society
  • Journal: Math. Comp. 40 (1983), 317-322
  • MSC: Primary 65K05
  • DOI: https://doi.org/10.1090/S0025-5718-1983-0679448-4
  • MathSciNet review: 679448