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Autor:
K. A. Ariyawansa, D. T. M. Lau
Publikováno v:
Optimization. 33:201-234
Collinear scaling algorithms for unconstrained minimization were first proposed by Davidon (1977,80) so that they may incorporate more information about the problem than is possible with quasi–Newton algorithms. Sorensen (1980,82), and Ariyawansa (
Autor:
K. A. Ariyawansa, D. T. M. Lau
Publikováno v:
Journal of Optimization Theory and Applications. 75:183-193
Sorensen (Ref. 1) has proposed a class of algorithms for sparse unconstrained minimization where the sparsity pattern of the Cholesky factors of the Hessian is known. His updates at each iteration depend on the choice of a vector, and in Ref. 1 the q