A regularized factorization-free method for equality-constrained optimization
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regularizationsequential quadratic programmingaugmented Lagrangianlimited-memory BFGSfactorization-free method
Quadratic programming (90C20) Methods of successive quadratic programming type (90C55) Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53) Iterative numerical methods for linear systems (65F10)
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Cites work
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- A Globally Convergent Stabilized SQP Method
- A Modeling Language for Mathematical Programming
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- Study of a primal-dual algorithm for equality constrained minimization
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- Symmetric Quasidefinite Matrices
- Test examples for nonlinear programming codes
Cited in
(16)- A regularization method for constrained nonlinear least squares
- Convergence analysis of a mixed logarithmic barrier-augmented Lagrangian algorithm without constraint qualification
- An interior point-proximal method of multipliers for convex quadratic programming
- A globally convergent regularized interior point method for constrained optimization
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- The regularization continuation method with an adaptive time step control for linearly constrained optimization problems
- LSLQ: an iterative method for linear least-squares with an error minimization property
- A tridiagonalization method for symmetric saddle-point systems
- The regularization continuation method for optimization problems with nonlinear equality constraints
- An equivalent nonlinear optimization model with triangular low-rank factorization for semidefinite programs
- A derivative-free regularized primal-dual interior-point algorithm for constrained nonlinear least squares problems
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- On a primal-dual Newton proximal method for convex quadratic programs
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
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