Article
MSC:
65D15,
65D25,
65F20,
65H10,
65K05,
90C30 | MR 0944781 | Zbl 0658.65058 | DOI: 10.21136/AM.1988.104300
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Keywords:
large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme
large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme
Summary:
Necessity of computing large sparse Hessian matrices gave birth to many methods for their effective approximation by differences of gradients. We adopt the so-called direct methods for this problem that we faced when developing programs for nonlinear optimization. A new approach used in the frame of symmetric sequential coloring is described. Numerical results illustrate the differences between this method and the popular Powell-Toint method.
References:
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