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Volumn 9, Issue 4, 1999, Pages 1135-1148

A revised modified Cholesky factorization algorithm

Author keywords

Cholesky factorization; Nonpositive definite; Optimization

Indexed keywords


EID: 0033444962     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S105262349833266X     Document Type: Article
Times cited : (63)

References (13)
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  • 2
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  • 3
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    • Numerical experiments with the LANCELOT package (release A) for large-scale nonlinear optimization
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    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 4
    • 0003141840 scopus 로고
    • LANCELOT: A fortran package for large-scale nonlinear optimization (release A)
    • Springer-Verlag, Berlin
    • A. R. CONN, N. I. M. GOULD, AND PH. L. TOINT, LANCELOT: A Fortran Package for Large-scale Nonlinear Optimization (Release A), Springer Ser. Comput. Math. 17, Springer-Verlag, Berlin, 1992.
    • (1992) Springer Ser. Comput. Math. , vol.17
    • Conn, A.R.1    Gould, N.I.M.2    Toint, Ph.L.3
  • 6
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    • Element-by-element preconditioners for large partially separable optimization problems
    • M. J. DAYDÉ, J.-Y. L'EXCELLENT, AND N. I. M. GOULD, Element-by-element preconditioners for large partially separable optimization problems, SIAM J. Sci. Comput., 18 (1997), pp. 1767-1787.
    • (1997) SIAM J. Sci. Comput. , vol.18 , pp. 1767-1787
    • Daydé, M.J.1    L'Excellent, J.-Y.2    Gould, N.I.M.3
  • 8
    • 0040845703 scopus 로고    scopus 로고
    • SIAM, Philadelphia, PA
    • J. E. DENNIS AND R. B. SCHNABEL, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice-Hall, Englewood Cliffs, NJ, 1983; reprinted as Classics Appl. Math. 16, SIAM, Philadelphia, PA, 1996.
    • (1996) Classics Appl. Math. , vol.16
  • 9
    • 0002688960 scopus 로고    scopus 로고
    • A primal-dual interior point method for nonconvex nonlinear programming
    • Y. Yuan, ed., Kluwer Academic Publishers, Dordrecht, the Netherlands
    • D. M. GAY, M. L. OVERTON, AND M. H. WRIGHT, A primal-dual interior point method for nonconvex nonlinear programming, in Advances in Nonlinear Prgramming, Y. Yuan, ed., Kluwer Academic Publishers, Dordrecht, the Netherlands, 1998, pp. 31-36.
    • (1998) Advances in Nonlinear Prgramming , pp. 31-36
    • Gay, D.M.1    Overton, M.L.2    Wright, M.H.3
  • 10
    • 0016357685 scopus 로고
    • Newton-type methods for unconstrained and linearly constrained optimization
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    • Glll, P.E.1    Murray, W.2
  • 12
    • 0001347358 scopus 로고
    • Modified Cholesky factorizations for sparse preconditioners
    • T. SCHLICK Modified Cholesky factorizations for sparse preconditioners, SIAM J. Sci. Comput., 14, (1993), pp. 424-445.
    • (1993) SIAM J. Sci. Comput. , vol.14 , pp. 424-445
    • Schlick, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.