Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians (Q5758223)

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scientific article; zbMATH DE number 5186059
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Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
scientific article; zbMATH DE number 5186059

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    Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians (English)
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    3 September 2007
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    KKT matrix
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    nullspace method
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    QR factorization
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    low-rank update
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    reduced Hessian
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    total quasi-Newton
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