Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians (Q5758223)

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scientific article; zbMATH DE number 5186059
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    Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
    scientific article; zbMATH DE number 5186059

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      Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians (English)
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      3 September 2007
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      KKT matrix
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      nullspace method
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      QR factorization
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      low-rank update
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      reduced Hessian
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      total quasi-Newton
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