A decomposition procedure based on approximate Newton directions

DOI10.1007/s10107-002-0304-3zbMath1023.90084OpenAlexW2052230136MaRDI QIDQ1396281

Francisco J. Nogales, Francisco Javier Prieto, Antonio J. Conejo

Publication date: 30 June 2003

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/14955

zbMATH Keywords

preconditioningconjugate gradient methodslocal convergencelarge-scale nonlinear optimizationlarge-scale linear optimizationmodified Lagrangian relaxation

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Decomposition methods (49M27) Methods of reduced gradient type (90C52)

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