A New Low Rank Quasi-Newton Update Scheme for Nonlinear Programming

DOI10.1007/0-387-33006-2_25zbMath1219.90161OpenAlexW2167235504MaRDI QIDQ3004468

Roger Fletcher

Publication date: 1 June 2011

Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-33006-2_25

zbMATH Keywords

nonlinear programmingfiltersymmetric rank onequasi-NewtonSQPlimited memory

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (2)

Minimizing oracle-structured composite functions ⋮ The Sequential Quadratic Programming Method

Uses Software

• SNOPT
• L-BFGS

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