ISSN:
1572-9338
Keywords:
Quasi-Newton method
;
updated conjugate subspaces method
;
parallel computation
;
partially separable minimization
;
large scale minimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract The parallel quasi-Newton method based on updating conjugate subspaces proposed in [4] can be very effective for large-scale sparse minimization because conjugate subspaces with respect to sparse Hessians are usually easy to obtain. We demonstrate this point in this paper for the partially separable case with matrices updated by a quasi-Newton scheme ofGriewank andToint [2,3]. The algorithm presented is suitable for parallel computation and economical in computer storage. Some testing results of the algorithm on an Alliant FX/8 minisupercomputer are reported.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02186480
