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Numerical experiments with partially separable optimization problems. (English) Zbl 0531.65033

Numerical analysis, Proc. 10th bienn. Conf., Dundee/Scotl. 1983, Lect. Notes Math. 1066, 203-220 (1984).
Summary: [For the entire collection see Zbl 0527.00028.]
We present some numerical experiments with an algorithm that uses the partial separability of an optimization problem. This research is motivated by the very large number of minimization problems in many variables having that particular property. The results discussed in the paper cover both unconstrained and bound constrained cases, as well as numerical estimation of gradient vectors. It is shown that exploiting the present underlying structure can lead to efficient algorithms, especially when the problem dimension is large.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming

Citations:

Zbl 0527.00028

Software:

ve08