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