scientific article; zbMATH DE number 2156023

MaRDI QIDQ4666702zbMATH OpenFDO

Authors Andreas Griewank, Andrea Walther

Publication date 14 April 2005

zbMATH Keywords

convergenceconstrained optimizationparallel computationautomatic differentiationquasi-Newton methodssecant methodscompact perturbationBroyden updatesecant updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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• A new low rank quasi-Newton update scheme for nonlinear programming
• One-shot approaches to design optimzation
• Numerical Solution of Large Sets of Algebraic Nonlinear Equations

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