On Modified Factorizations for Large-Scale Linearly Constrained Optimization

DOI10.1137/S1052623495290660zbMath0957.65063WikidataQ114073903 ScholiaQ114073903MaRDI QIDQ4702321

Nicholas I. M. Gould

Publication date: 24 November 1999

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

zbMATH Keywords

numerical examplesNewton-type methodlinearly constrained optimizationlarge-scale problemsmodified matrix factorization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (6)

Sparse block factorization of saddle point matrices ⋮ Threshold incomplete factorization constraint preconditioners for saddle-point matrices ⋮ Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation ⋮ A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization ⋮ Inertia-controlling factorizations for optimization algorithms ⋮ An iterative working-set method for large-scale nonconvex quadratic programming

Uses Software

• LANCELOT
• LAPACK
• CUTEr

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