Numerical experience with a reduced Hessian method for large scale constrained optimization
From MaRDI portal
Publication:1967124
DOI10.1023/A:1008723031056zbMath0942.90025MaRDI QIDQ1967124
Claudia Schmid, David Ternet, Lorenz T. Biegler, Nocedal, Jorge
Publication date: 20 August 2000
Published in: Computational Optimization and Applications (Search for Journal in Brave)
constrained optimizationlarge-scale optimizationquasi-Newton methodsuccessive quadratic programmingreduced Hessian methods
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)
Related Items (5)
A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares ⋮ A cautious BFGS update for reduced Hessian SQP ⋮ Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures ⋮ A nonmonotone line search filter method with reduced Hessian updating for nonlinear optimization ⋮ A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
This page was built for publication: Numerical experience with a reduced Hessian method for large scale constrained optimization
