Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints

DOI10.1007/s10589-019-00127-4zbMath1435.90147OpenAlexW2971765860MaRDI QIDQ2282813

Johannes J. Brust, Cosmin G. Petra, Roummel F. Marcia

Publication date: 19 December 2019

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

Full work available at URL: https://www.osti.gov/biblio/1596681

zbMATH Keywords

trust-region algorithmlinear equality constraintsquasi-NewtonL-BFGScompact representationeigendecompositionshape-changing norm

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Methods of quasi-Newton type (90C53)

Related Items

A limited-memory trust-region method for nonlinear optimization with many equality constraints, Computationally Efficient Decompositions of Oblique Projection Matrices, Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation

Uses Software

• Matlab
• Ipopt
• PDCO
• GQTPAR
• MSS
• Optimization Toolbox

Cites Work

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