A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization

DOI10.1137/130921738zbMath1316.90064OpenAlexW2060701814WikidataQ58047836 ScholiaQ58047836MaRDI QIDQ2934488

Denis Ridzal, Matthias Heinkenschloss

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/88308

zbMATH Keywords

large-scale optimizationsequential quadratic programmingKrylov subspace methodstrust-regionPDE-constrained optimizationmatrix freeinexact linear system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions for problems involving partial differential equations (49K20) Numerical solutions to equations with linear operators (65J10) Discrete approximations in optimal control (49M25) Methods of successive quadratic programming type (90C55)

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