Geodesic
A note on direct methods for approximations of sparse Hessian matrices
Applications of Mathematics, Tome 33 (1988) no. 3, pp. 171-176.

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Necessity of computing large sparse Hessian matrices gave birth to many methods for their effective approximation by differences of gradients. We adopt the so-called direct methods for this problem that we faced when developing programs for nonlinear optimization. A new approach used in the frame of symmetric sequential coloring is described. Numerical results illustrate the differences between this method and the popular Powell-Toint method.
DOI : 10.21136/AM.1988.104300
Classification : 65D15, 65D25, 65F20, 65H10, 65K05, 90C30
Keywords: large sparse optimization; numerical examples; sparse Hessian matrices; finite-differences; graph-coloring; ordering scheme; coloring scheme 
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     title = {A note on direct methods for approximations of sparse {Hessian} matrices},
     journal = {Applications of Mathematics},
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     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1988.104300/}
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Tůma, Miroslav. A note on direct methods for approximations of sparse Hessian matrices. Applications of Mathematics, Tome 33 (1988) no. 3, pp. 171-176. doi : 10.21136/AM.1988.104300. http://geodesic.mathdoc.fr/articles/10.21136/AM.1988.104300/

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