A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians

DOI10.1137/08072471XzbMath1195.49035OpenAlexW2050741878MaRDI QIDQ3586133

Nocedal, Jorge, Andreas Wächter, Frank E. Curtis

Publication date: 6 September 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/08072471x

zbMATH Keywords

constrained optimizationlarge-scale optimizationnonconvex programmingKrylov subspace methodstrust regionsinexact linear system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• CUTEr
• SifDec
• Ipopt
• MINRES