Computing modified Newton directions using a partial Cholesky factorization
Author(s) -
Anders Forsgren,
P.E. Gill,
Walter Murray
Publication year - 1993
Publication title -
osti oai (u.s. department of energy office of scientific and technical information)
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.2172/10138165
Subject(s) - cholesky decomposition , hessian matrix , mathematics , descent (aeronautics) , partial derivative , factorization , incomplete cholesky factorization , newton's method , differentiable function , curvature , minimum degree algorithm , fréchet derivative , positive definite matrix , convex function , descent direction , regular polygon , gradient descent , algorithm , computer science , mathematical analysis , eigenvalues and eigenvectors , geometry , nonlinear system , banach space , aerospace engineering , engineering , quantum mechanics , physics , machine learning , artificial neural network
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