Partitioned variable metric updates for large structured optimization problems

Abstract:

This paper presents a minimization method based on the idea of partitioned updating of the Hessian matrix in the case where the objective function can be decomposed in a sum of convex "element" functions. This situation occurs in a large class of practical problems including nonlinear finite elements calculations. Some theoretical and algorithmic properties of the update are discussed and encouraging numerical results are presented. © 1982 Springer-Verlag.

Año de publicación:

1982

Keywords:

• Subject Classifications: AMS(MOS): 65H10, CR: 5.15

Fuente:

scopus