Release Time:2019-03-11  Hits:

Indexed by: Journal Article

Date of Publication: 2006-09-30

Journal: 高等学校计算数学学报

Included Journals: CSCD、ISTIC、PKU

Volume: 28

Issue: 3

Page Number: 243-251

ISSN: 1000-081X

Key Words: unconstrained optimization;Hessian;sparsity;partitioning;Cholesky

Abstract: 1 引言
我们考虑求解无约束优化问题
minx∈Rnf(x),(1)
其中f:D(∪)Rn→R为Rn上的二次连续可微函数,且f(x)的二阶Hesse阵H(x)稀疏、正定.