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On the efficient update of rectangular LU-factorizations subject to low rank modifications - MaRDI portal

On the efficient update of rectangular LU-factorizations subject to low rank modifications (Q836667)

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scientific article; zbMATH DE number 5602018
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English
On the efficient update of rectangular LU-factorizations subject to low rank modifications
scientific article; zbMATH DE number 5602018

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    On the efficient update of rectangular LU-factorizations subject to low rank modifications (English)
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    8 September 2009
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    KKT-system
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    LU-factorization
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    low-rank modification
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    quasi-Newton method
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    constrained nonlinear optimization
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    algorithm
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