Result: An H-form variant of the partitioned QN method

Title:
An H-form variant of the partitioned QN method
Authors:
Source:
5th IMACS Conference on Iterative Methods in Scientific Computing, 28-31 May, 2001, Heraklion, Crete (Greece)Applied numerical mathematics. 45(1):79-85
Publisher Information:
Amsterdam: Elsevier, 2003.
Publication Year:
2003
Physical Description:
print, 12 ref
Original Material:
INIST-CNRS
Document Type:
Conference Conference Paper
File Description:
text
Language:
English
Author Affiliations:
Department of Biological Sciences, Brunel University, Uxbridge UB8 3PH, United Kingdom
ISSN:
0168-9274
Rights:
Copyright 2004 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.15459503
Database:
PASCAL Archive

Further Information

This paper introduces a technique for transforming partitioned quasi-Newton algorithms into H-form algorithms. The resulting algorithms have essentially the same space requirements as the standard partitioned QN method, but involve only a global matrix-vector multiplication (rather than a global solution by conjugate gradients) at each iteration. Results demonstrate that the method, which is highly suitable for parallelization, is competitive with other quasi-Newton methods in minimizing partially separable polynomial functions of large dimension.