17
votes
Accepted
Are Quasi-Newton methods computationally impractical?
I'm guessing you're referring to the discussion on pages 188-189 of that book.
The author doesn't give much detail on quasi-Newton methods or substantiate the $\mathscr O(W^2)$ complexity estimate.
To ...
- 9,813
11
votes
Are Quasi-Newton methods computationally impractical?
Traditional quasi-newton methods like BFGS require $O(n^{2})$ storage for a potentially fully dense quasi-Hessian matrix and $O(n^{2})$ work in each iteration to update the factorized quasi-Hessian ...
- 18.5k
1
vote
How and when to impose inhomogeneous Dirichlet boundary conditions in Newton method solver for a PDE?
(I am not a mathematician, so there might be some inaccuracies)
To bring your question in a broader context, note the following:
Your system can be written as $$L(u,u',u'',x,t)=0$$ on $\Omega$ with in-...
- 1,275
1
vote
Accepted
How and when to impose inhomogeneous Dirichlet boundary conditions in Newton method solver for a PDE?
For Dirichlet BCs, this process is probably a bit simpler than you are thinking. I will demonstrate the procedure for a 1D Poisson problem, but it translates very easily to other problems with ...
- 1,832
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