A Regularized Factorization-Free Method for Equality-Constrained Optimization
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Publication:4641674
DOI10.1137/16M1088570zbMath1390.90389OpenAlexW2802164368WikidataQ129848439 ScholiaQ129848439MaRDI QIDQ4641674
Sylvain Arreckx, Dominique Orban
Publication date: 18 May 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1088570
regularizationsequential quadratic programmingaugmented Lagrangianlimited-memory BFGSfactorization-free method
Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Methods of successive quadratic programming type (90C55)
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