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Software For Estimating Sparse Hessian Matrices

dc.contributor.authorColeman, Thomas F.en_US
dc.contributor.authorGarbow, Burton S.en_US
dc.contributor.authorMore, Jorge J.en_US
dc.date.accessioned2007-04-23T17:08:09Z
dc.date.available2007-04-23T17:08:09Z
dc.date.issued1985-01en_US
dc.description.abstractThe solution of a nonlinear optimization problem often requires an estimate of the Hessian matrix for a function $f$. In large scale problems the Hessian matrix is usually sparse, and then estimation by differences of gradients is attractive because the number of differences can be small compared to the dimension of the problem. In this paper we describe a set of subroutines whose purpose is to estimate the Hessian matrix with the least possible number of gradient evaluations.en_US
dc.format.extent4826724 bytes
dc.format.extent959064 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.identifier.citationhttp://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR85-660en_US
dc.identifier.urihttps://hdl.handle.net/1813/6500
dc.language.isoen_USen_US
dc.publisherCornell Universityen_US
dc.subjectcomputer scienceen_US
dc.subjecttechnical reporten_US
dc.titleSoftware For Estimating Sparse Hessian Matricesen_US
dc.typetechnical reporten_US

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