On the convergence of partitioning group correction algorithms

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摘要

This paper studies a successive partitioning group correction algorithm and its some modified algorithms for solving large scale sparse unconstrained optimization problems. The methods depend on a symmetric consistent partition of the columns of the Hessian matrix. A q-superlinear convergence result and an r-convergence rate estimate show that the methods have good local convergence properties. The numerical results show that the methods, especially the modified algorithms, may be competitive with some current used algorithms.

论文关键词:Unconstrained optimization,Hessian,Sparsity,Partition,Cholesky

论文评审过程:Available online 7 September 2006.

论文官网地址:https://doi.org/10.1016/j.amc.2006.07.107