Large sparse numerical optimization

DOI10.1007/3-540-12914-6zbMATH Open0536.65047OpenAlexW2030282193MaRDI QIDQ792069FDOQ792069

Authors: Thomas F. Coleman 

Publication date: 1984

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-12914-6

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zbMATH Keywords

unconstrained optimizationprojection methodnonlinear least squaressimplex algorithmlinear least squares problemelimination methodmethod of Lagrange multipliersinfinite weights methodlarge sparse numerical optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Nonlinear programming (90C30)

Cited In (15)

• \(\mathcal{N}\)IPM-HLSP: an efficient interior-point method for hierarchical least-squares programs
• An accelerated successive orthogonal projections method for solving large-scale linear feasibility problems
• Sparse Matrix Methods in Optimization
• The Null Space Problem I. Complexity
• Computing a Sparse Basis for the Null Space
• The Cyclic Coloring Problem and Estimation of Sparse Hessian Matrices
• Solving Large Sparse Nonlinear Programs Using GRG
• Theoretical challenges towards cutting-plane selection
• On the use of dense matrix techniques within sparse simplex
• A chordal preconditioner for large-scale optimization
• Approximating polyhedra with sparse inequalities
• Some efficiently solvable problems over integer partition polytopes
• A hierarchical algorithm for making sparse matrices sparser
• An algorithm for solving sparse nonlinear least squares problems
• Title not available (Why is that?)

Uses Software

• LSQR

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