On constrained optimization by adjoint based quasi-Newton methods

DOI10.1080/1055678021000060829zbMath1065.90077OpenAlexW1972504036WikidataQ57389655 ScholiaQ57389655MaRDI QIDQ4405944

Andreas Griewank, Andrea Walther

Publication date: 2002

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1055678021000060829

zbMATH Keywords

Secant Updating, Quasi-Newton, KKT System, Constrained Optimization, Lagrangian Gradient

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of quasi-Newton type (90C53)

Related Items (14)

A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization ⋮ On the local convergence of adjoint Broyden methods ⋮ Sparse two-sided rank-one updates for nonlinear equations ⋮ Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ Low rank updates in preconditioning the saddle point systems arising from data assimilation problems ⋮ Partitioned quasi-Newton methods for sparse nonlinear equations ⋮ Numerical experiments with an inexact Jacobian trust-region algorithm ⋮ An algorithm for pointwise evaluation of polyconvex envelopes. II: generalization and numerical results ⋮ A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations ⋮ Adjoint Code Design Patterns ⋮ Global convergence of quasi-Newton methods based on adjoint Broyden updates ⋮ Automatic evaluations of cross-derivatives ⋮ Adjoint-based SQP method with block-wise quasi-Newton Jacobian updates for nonlinear optimal control ⋮ On an inexact trust-region SQP-filter method for constrained nonlinear optimization

Cites Work

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• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Analysis of iterative methods for saddle point problems: a unified approach
• The Local Convergence of Broyden-Like Methods on Lipschitzian Problems in Hilbert Spaces
• Numerical Optimization
• Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians

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