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A note on direct method for approximations of sparse Hessian matrices. (English) Zbl 0658.65058
This note is a brief review of methods available for the estimation of sparse Hessian matrices by finite-differences. Using the graph-coloring analogy developed by the reviewer and J. J. Moré [Math. Program. 28, 243-270 (1984; Zbl 0572.65029)], a new ordering scheme (coloring scheme) is presented. Numerical results are provided.
Reviewer: T.F.Coleman
65K05 Numerical mathematical programming methods
65D25 Numerical differentiation
65H10 Numerical computation of solutions to systems of equations
90C30 Nonlinear programming
Full Text: EuDML
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