scientific article; zbMATH DE number 2156023

MaRDI QIDQ4666702zbMATH OpenFDO

Authors Andreas Griewank, Andrea Walther

Publication date 14 April 2005

zbMATH Keywords

automatic differentiationBroyden updatecompact perturbationconstrained optimizationconvergenceparallel computationquasi-Newton methodssecant methodssecant updates

Mathematics Subject Classification ID

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

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

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