Numerische Mathematik

, Volume 39, Issue 1, pp 119–137

Partitioned variable metric updates for large structured optimization problems

Authors

  • A. Griewank
    • Department of Applied Mathematics and Theoretical PhysicsUniversity of Cambridge
    • Department of MathematicsFacultés Universitaires de Namur
  • Ph. L. Toint
    • Department of Applied Mathematics and Theoretical PhysicsUniversity of Cambridge
    • Department of MathematicsFacultés Universitaires de Namur
Article

DOI: 10.1007/BF01399316

Cite this article as:
Griewank, A. & Toint, P.L. Numer. Math. (1982) 39: 119. doi:10.1007/BF01399316

Summary

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.

Subject Classifications

AMS(MOS): 65H10CR: 5.15
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Copyright information

© Springer-Verlag 1982