Class of optimization algorithms for the solution of large nonlinear programming problems. I

DOI10.1007/BF01255675zbMath0754.65063OpenAlexW4231583051MaRDI QIDQ4005332

O. N. Tokareva

Publication date: 26 September 1992

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01255675

zbMATH Keywords

algorithmsconvergence accelerationnonlinear programmingsoftware packagespenalty functionslarge sparse Jacobi matricesProgram realizations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (1)

Two-level decomposition in sequential quadratic programming with penalty functions

Cites Work

• Solution of sparse linear least squares problems using Givens rotations
• A direct method for the solution of sparse linear least squares problems
• Comparison of two pivotal strategies in sparse plane rotations
• Pivot selection and row ordering in Givens reduction on sparse matrices
• A Comparison of Some Methods for the Solution of Sparse Overdetermined Systems of Linear Equations
• Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
• The least squares problem and pseudo-inverses
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Class of optimization algorithms for the solution of large nonlinear programming problems. I