On the efficient update of rectangular LU-factorizations subject to low rank modifications

MaRDI QIDQ836667zbMATH OpenFDO

Authors Peter Stange, Andreas Griewank, Matthias Bollhöfer

Publication date 8 September 2009

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/130565, http://www.emis.de/journals/ETNA/vol.26.2007/pp161-177.dir/pp161-177.html

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zbMATH Keywords

algorithmquasi-Newton methodLU-factorizationconstrained nonlinear optimizationKKT-systemlow-rank modification

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Factorization of matrices (15A23) Methods of quasi-Newton type (90C53)

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Cited in

(13)

• On the local convergence of adjoint Broyden methods
• A Stable Algorithm for Updating Triangular Factors Under a Rank One Change
• Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
• Square-root Householder subspace tracking
• A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
• Stable modification of explicitLU factors for simplex updates
• Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
• Approximating Jacobians by the TR2 formula
• The fast recursive row-Householder subspace tracking algorithm
• Sliding window adaptive SVD using the unsymmetric Householder partial compressor
• Pivoting strategy for rank-one modification of \(LDM^ t\)-like factorization
• Low-rank updates of balanced incomplete factorization preconditioners
• Updating the principal angle decomposition

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