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.
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Work supported by a research grant of the Deutsche Forschungsgemeinschaft, Bonn, FRG
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Griewank, A., Toint, P.L. Partitioned variable metric updates for large structured optimization problems. Numer. Math. 39, 119–137 (1982). https://doi.org/10.1007/BF01399316
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DOI: https://doi.org/10.1007/BF01399316