A sparse sequential quadratic programming algorithm

DOI10.1007/BF00940348zbMath0632.90053OpenAlexW2042189283MaRDI QIDQ1095793

Jon W. Tolle, Ronald H. Nickel

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940348

zbMATH Keywords

sequential quadratic programmingsparse approximationCholesky factorprojected conjugate gradient algorithmsparse nonlinear optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37)

Related Items (3)

Corrected sequential linear programming for sparse minimax optimization ⋮ A class of methods for solving large, convex quadratic programs subject to box constraints ⋮ Nonmonotone strategy for minimization of quadratics with simple constraints.

Uses Software

• symrcm

Cites Work

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