Partitioned variable metric updates for large structured optimization problems
- Cite this article as:
- Griewank, A. & Toint, P.L. Numer. Math. (1982) 39: 119. doi:10.1007/BF01399316
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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.