A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians

DOI10.1137/08072471XzbMath1195.49035OpenAlexW2050741878MaRDI QIDQ3586133

Nocedal, Jorge, Andreas Wächter, Frank E. Curtis

Publication date: 6 September 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/08072471x

zbMATH Keywords

constrained optimizationlarge-scale optimizationnonconvex programmingKrylov subspace methodstrust regionsinexact linear system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37)

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An inertia-free filter line-search algorithm for large-scale nonlinear programming ⋮ Optimization-based mesh correction with volume and convexity constraints ⋮ A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities ⋮ A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations ⋮ Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ Matrix-free interior point method ⋮ Study of a primal-dual algorithm for equality constrained minimization ⋮ Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization ⋮ Structured regularization for barrier NLP solvers ⋮ A line search filter algorithm with inexact step computations for equality constrained optimization

Uses Software

• CUTEr
• SifDec
• Ipopt
• MINRES

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