Numerical experiments with partially separable optimization problems

  • A. Griewank
  • Ph. L. Toint
Conference paper

DOI: 10.1007/BFb0099526

Part of the Lecture Notes in Mathematics book series (LNM, volume 1066)
Cite this paper as:
Griewank A., Toint P.L. (1984) Numerical experiments with partially separable optimization problems. In: Griffiths D.F. (eds) Numerical Analysis. Lecture Notes in Mathematics, vol 1066. Springer, Berlin, Heidelberg

Abstract

In this paper, we present some numerical experiments with an algorithm that uses the partial separability of an optimization problem. This research is motivated by the very large number of minimization problems in many variables having that particular property. The results discussed in the paper cover both unconstrained and bound constrained cases, as well as numerical estimation of gradient vectors. It is shown that exploiting the present underlying structure can lead to efficient algorithms, especially when the problem dimension is large.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag 1984

Authors and Affiliations

  • A. Griewank
  • Ph. L. Toint

There are no affiliations available

Personalised recommendations