Approximating Hessians in unconstrained optimization arising from discretized problems
暂无分享,去创建一个
[1] Stephen J. Wright,et al. Numerical Optimization , 2018, Fundamental Statistical Inference.
[2] Serge Gratton,et al. Numerical Experience with a Recursive Trust-Region Method for Multilevel Nonlinear Optimization , 2006 .
[3] X. Yi. On Automatic Differentiation , 2005 .
[4] M. Powell,et al. On the Estimation of Sparse Jacobian Matrices , 1974 .
[5] T. Steihaug,et al. Computing a sparse Jacobian matrix by rows and columns , 1998 .
[6] D. Shanno. Conditioning of Quasi-Newton Methods for Function Minimization , 1970 .
[7] Thomas F. Coleman,et al. Software for estimating sparse Hessian matrices , 1985, TOMS.
[8] S. Nash. A survey of truncated-Newton methods , 2000 .
[9] D. Goldfarb. A family of variable-metric methods derived by variational means , 1970 .
[10] P. Toint,et al. A recursive ℓ∞-trust-region method for bound-constrained nonlinear optimization , 2008 .
[11] Serge Gratton,et al. Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization , 2010, Optim. Methods Softw..
[12] P. Toint,et al. Optimal estimation of Jacobian and Hessian matrices that arise in finite difference calculations , 1984 .
[13] Stephen J. Wright,et al. Numerical Optimization (Springer Series in Operations Research and Financial Engineering) , 2000 .
[14] Alex Pothen,et al. What Color Is Your Jacobian? Graph Coloring for Computing Derivatives , 2005, SIAM Rev..
[15] Philippe L. Toint,et al. A note about sparsity exploiting quasi-Newton updates , 1981, Math. Program..
[16] Andreas Griewank,et al. On the unconstrained optimization of partially separable functions , 1982 .
[17] William C. Davidon,et al. Variable Metric Method for Minimization , 1959, SIAM J. Optim..
[18] Shahadat Hossain,et al. Sparsity issues in the computation of Jacobian matrices , 2002, ISSAC '02.
[19] R. Fletcher,et al. A New Approach to Variable Metric Algorithms , 1970, Comput. J..
[20] M. Powell,et al. On the Estimation of Sparse Hessian Matrices , 1979 .
[21] P. Toint. On sparse and symmetric matrix updating subject to a linear equation , 1977 .
[22] John E. Dennis,et al. Numerical methods for unconstrained optimization and nonlinear equations , 1983, Prentice Hall series in computational mathematics.
[23] Griewank,et al. On automatic differentiation , 1988 .
[24] Charles A. Bouman,et al. Multigrid algorithms for optimization and inverse problems , 2003, IS&T/SPIE Electronic Imaging.
[25] C. G. Broyden. The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations , 1970 .
[26] Jorge J. Moré,et al. Digital Object Identifier (DOI) 10.1007/s101070100263 , 2001 .
[27] DONALD GOLDFARB,et al. A LINE SEARCH MULTIGRID METHOD FOR LARGE-SCALE CONVEX OPTIMIZATION , 2007 .
[28] D. Sorensen. An example concerning quasi-Newton estimation of a sparse hessian , 1981, SGNM.
[29] Nicholas I. M. Gould,et al. Lancelot: A FORTRAN Package for Large-Scale Nonlinear Optimization (Release A) , 1992 .
[30] Thomas F. Coleman,et al. Estimation of sparse hessian matrices and graph coloring problems , 1982, Math. Program..
[31] S. Nash. A multigrid approach to discretized optimization problems , 2000 .
[32] K. Tanabe,et al. Mathematical Programming: Recent Developments and Applications. , 1990 .
[33] Serge Gratton,et al. Recursive Trust-Region Methods for Multiscale Nonlinear Optimization , 2008, SIAM J. Optim..
[34] Ravindra K. Ahuja,et al. Network Flows: Theory, Algorithms, and Applications , 1993 .
[35] P. Toint,et al. A recursive trust-region method in infinity norm for bound-constrained nonlinear optimization , 2007 .
[36] M. J. D. Powell,et al. Nonlinear optimization, 1981 , 1982 .
[37] P. Toint. On the Superlinear Convergence of an Algorithm for Solving a Sparse Minimization Problem , 1979 .
[38] P. Toint,et al. Partitioned variable metric updates for large structured optimization problems , 1982 .