Open AccessComputing modified Newton directions using a partial Cholesky factorization
Author(s) -
Anders Forsgren,
Philip E. Gill,
Walter Murray
Publication year - 1993
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.2172/6650105
Subject(s) - cholesky decomposition , hessian matrix , mathematics , partial derivative , descent (aeronautics) , incomplete cholesky factorization , factorization , newton's method , curvature , differentiable function , minimum degree algorithm , fréchet derivative , positive definite matrix , convex function , quasi newton method , descent direction , regular polygon , gradient descent , algorithm , computer science , mathematical analysis , eigenvalues and eigenvectors , geometry , nonlinear system , banach space , aerospace engineering , engineering , quantum mechanics , machine learning , artificial neural network , physics