Limited memory quasi-Newton method for large-scale linearly equality-constrained minimization

DOI10.1007/BF02679897MaRDI QIDQ1582578zbMATH OpenFDO

Authors Qin Ni

Publication date 15 October 2000

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02679897

zbMATH Keywords

large-scale problemlimited mermorylinearly equality-constrained optimizationquasi-Newton method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

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Cites work

• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• An unconstrained optimization technique for large-scale linearly constrained convex minimization problems
• Newton Methods for Large-Scale Linear Equality-Constrained Minimization
• Newton Methods For Large-Scale Linear Inequality-Constrained Minimization
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• On the Resolution of Linearly Constrained Convex Minimization Problems
• Representations of quasi-Newton matrices and their use in limited memory methods
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Test examples for nonlinear programming codes

Cited in

(16)

• Representations of quasi-Newton matrices and their use in limited memory methods
• Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
• Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints
• A limited-memory trust-region method for nonlinear optimization with many equality constraints
• On limited memory SQP methods for large scale constrained nonlinear least squares problems
• scientific article; zbMATH DE number 1216577 (Why is no real title available?)
• scientific article; zbMATH DE number 977904 (Why is no real title available?)
• A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization
• scientific article; zbMATH DE number 940915 (Why is no real title available?)
• Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation
• Newton Methods for Large-Scale Linear Equality-Constrained Minimization
• A limited memory method for large scale problems
• Limited memory restarted ^p-^q minimization methods using generalized Krylov subspaces
• On diagonally-preconditioning the 2-step BFGS method with accumulated steps for linearly constrained nonlinear programming
• A new class of supermemory gradient methods
• Structure-preserving algorithms for a class of dynamical systems

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