A Regularized Factorization-Free Method for Equality-Constrained Optimization

DOI10.1137/16M1088570zbMath1390.90389OpenAlexW2802164368WikidataQ129848439 ScholiaQ129848439MaRDI QIDQ4641674

Sylvain Arreckx, Dominique Orban

Publication date: 18 May 2018

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

Full work available at URL: https://doi.org/10.1137/16m1088570

zbMATH Keywords

regularizationsequential quadratic programmingaugmented Lagrangianlimited-memory BFGSfactorization-free method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Methods of successive quadratic programming type (90C55)

Related Items (10)

A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming ⋮ A regularization method for constrained nonlinear least squares ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ An interior point-proximal method of multipliers for convex quadratic programming ⋮ A Tridiagonalization Method for Symmetric Saddle-Point Systems ⋮ Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications ⋮ LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property ⋮ On a primal-dual Newton proximal method for convex quadratic programs

Uses Software

• LSQR
• MA57
• L-BFGS
• AMPL
• Ipopt
• ALGENCAN
• CUTEst
• LSMR
• NLP.py
• PyKrylov
• CRAIG

Cites Work

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