Sparse Matrix Methods in Optimization

DOI10.1137/0905041zbMath0559.65042OpenAlexW2153738380MaRDI QIDQ5185923

Walter Murray, Michael A. Saunders, Margaret H. Wright, Philip E. Gill

Publication date: 1984

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0905041

zbMATH Keywords

Schur complementsparse matriceslarge-scale nonlinear optimizationupdating matrix factorizationsproduct-form updatesparse linear and nonlinear constraints

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Linear programming (90C05)

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