Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians

DOI10.1080/10556780500487867zbMath1196.90130OpenAlexW2012149337WikidataQ57389633 ScholiaQ57389633MaRDI QIDQ5758223

Andreas Griewank, Andrea Walther, Maciek D. Korzec

Publication date: 3 September 2007

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

Full work available at URL: https://doi.org/10.1080/10556780500487867

zbMATH Keywords

QR factorizationreduced Hessiannullspace methodlow-rank updateKKT matrixtotal quasi-Newton

Mathematics Subject Classification ID

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

Related Items (7)

A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints ⋮ Numerical experiments with an inexact Jacobian trust-region algorithm ⋮ On constrained optimization by adjoint based quasi-Newton methods ⋮ On constrained optimization by adjoint based quasi-Newton methods ⋮ Finite convergence of an active signature method to local minima of piecewise linear functions ⋮ Automatic evaluations of cross-derivatives ⋮ Adjoint-based SQP method with block-wise quasi-Newton Jacobian updates for nonlinear optimal control

Cites Work

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• Convergence of quasi-Newton matrices generated by the symmetric rank one update
• Quasi-Newton Methods, Motivation and Theory
• Numerical Optimization

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