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Numerical experiments with partially separable optimization problems

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Numerical Analysis

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1066))

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.

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Authors
  1. A. Griewank
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  2. Ph. L. Toint
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Editor information

David F. Griffiths

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© 1984 Springer-Verlag

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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. https://doi.org/10.1007/BFb0099526

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  • DOI: https://doi.org/10.1007/BFb0099526

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-13344-5

  • Online ISBN: 978-3-540-38881-4

  • eBook Packages: Springer Book Archive

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