An alternative approach for finding Newton's direction in solving large-scale unconstrained optimization for problems with an arrowhead Hessian matrix

• 主要な著者: Khadizah Ghazali, Jumat Sulaiman, Yosza Dasril, Darmesah Gabda
• フォーマット: 論文
• 言語: English; English
• 出版事項: Horizon Research Publishing 2020
• 主題: QC Physics
• オンライン･アクセス: https://eprints.ums.edu.my/id/eprint/27442/1/An%20Alternative%20Approach%20for%20Finding%20Newton%27s%20abstract.pdf; https://eprints.ums.edu.my/id/eprint/27442/2/An%20Alternative%20Approach%20for%20Finding%20Newton%27s%20Fulltext.pdf; https://eprints.ums.edu.my/id/eprint/27442/; http://www.hrpub.org/journals/article_info.php?aid=8940

In this paper, we proposed an alternative way to find the Newton direction in solving large-scale unconstrained optimization problems where the Hessian of the Newton direction is an arrowhead matrix. The alternative approach is a two-point Explicit Group GaussSeidel (2EGGS) block iterative method. T...