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An H-form variant of the partitioned QN method. (English) Zbl 1018.65076
Summary: This paper introduces a technique for transforming partitioned quasi-Newton (QN) 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.
65K05 Numerical mathematical programming methods
90C53 Methods of quasi-Newton type
90C30 Nonlinear programming
65Y05 Parallel numerical computation
Full Text: DOI
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