Successive element correction algorithms for sparse unconstrained optimization
Author(s) -
G. Y. Li
Publication year - 1993
Publication title -
journal of optimization theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.109
H-Index - 91
eISSN - 1573-2878
pISSN - 0022-3239
DOI - 10.1007/bf00940448
Subject(s) - hessian matrix , theory of computation , algorithm , element (criminal law) , convergence (economics) , mathematics , rate of convergence , mathematical optimization , computer science , key (lock) , computer security , political science , law , economics , economic growth
This paper presents a successive element correction algorithm and a secant modification of this algorithm. The new algorithms are designed to use the gradient evaluations as efficiently as possible in forming the approximate Hessian. The estimates of theq-convergence andr-convergence rates show that the new algorithms may have good local convergence properties. Some restricted numerical results and comparisons with some previously established algorithms suggest that the new algorithms may be efficient in practice.
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