A Note on Sparse Quasi-Newton Methods.
Abstract
Shanno's derivation of the sparse analog of any symmetric Quasi-Newton update is obtained as a simple extension of Toint's derivation of a sparse update. Furthermore, it is shown how to compute an intermediate quantity efficiently. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1979
- Accession Number
- ADA081068
Entities
People
- Mukund Thapa
Organizations
- Stanford University