On Modified Factorizations for Large-Scale Linearly Constrained Optimization

DOI10.1137/S1052623495290660MaRDI QIDQ4702321zbMATH OpenWikidataFDO

Authors Nicholas I. M. Gould

Publication date 24 November 1999

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

zbMATH Keywords

numerical exampleslinearly constrained optimizationlarge-scale problemsNewton-type methodmodified 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)

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Cited in

(10)

• Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation
• A Dimensional Reduction Algorithm and Software for Acyclically Dependent Constraints
• Sparse block factorization of saddle point matrices
• Sparse Matrix Methods in Optimization
• Threshold incomplete factorization constraint preconditioners for saddle-point matrices
• A shifted primal-dual penalty-barrier method for nonlinear optimization
• An unconstrained optimization technique for large-scale linearly constrained convex minimization problems
• scientific article; zbMATH DE number 741108 (Why is no real title available?)
• Inertia-controlling factorizations for optimization algorithms
• An iterative working-set method for large-scale nonconvex quadratic programming

Describes a project that uses

Uses Software

• CUTEr
• LAPACK
• LANCELOT

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