An example concerning quasi-Newton estimation of a sparse hessian
- 1 June 1981
- journal article
- Published by Association for Computing Machinery (ACM) in ACM SIGNUM Newsletter
- Vol. 16 (2) , 8-10
- https://doi.org/10.1145/1057562.1057564
Abstract
An example is given which shows that certain quasi-Newton methods for sparse optimization problems can be unstable.Keywords
This publication has 3 references indexed in Scilit:
- Least Change Secant Updates for Quasi-Newton MethodsSIAM Review, 1979
- On sparse and symmetric matrix updating subject to a linear equationMathematics of Computation, 1977
- Quasi-Newton Methods, Motivation and TheorySIAM Review, 1977