A subspace SQP method for equality constrained optimization

DOI10.1007/s10589-019-00109-6zbMath1427.90264OpenAlexW2946675118MaRDI QIDQ2322557

Yoon Mo Jung, Jae Hwa Lee, Sangwoon Yun, Ya-Xiang Yuan

Publication date: 4 September 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-019-00109-6

zbMATH Keywords

large scale problemsSQP methodequality constrained optimizationdamped limited-memory BFGS updatesubspace techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (4)

The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ A local MM subspace method for solving constrained variational problems in image recovery ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ A limited-memory trust-region method for nonlinear optimization with many equality constraints

Uses Software

• L-BFGS
• CUTEst

Cites Work

• A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization
• Subspace methods for large scale nonlinear equations and nonlinear least squares
• Representations of quasi-Newton matrices and their use in limited memory methods
• Subspace choices for the Celis-Dennis-Tapia problem
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• On subspace properties of the quadratically constrained quadratic program
• A subspace implementation of quasi-Newton trust region methods for unconstrained optimization
• Shifted limited-memory variable metric methods for large-scale unconstrained optimization
• Numerical methods for large-scale nonlinear optimization
• Exact penalty functions in nonlinear programming
• Updating Quasi-Newton Matrices with Limited Storage
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• A Subspace Study on Conjugate Gradient Algorithms
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
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