A Flexible Iterative Solver for Nonconvex, Equality-Constrained Quadratic Subproblems
DOI10.1137/140994496zbMath1319.49049OpenAlexW1471267282MaRDI QIDQ5266121
Publication date: 30 July 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/cec35bde8a3384efbbbeb4562420d5b2fa858c23
inexact Newton methodsnonconvex programmingKrylov subspace methodsPDE-constrained optimizationflexible preconditioningmatrix-free optimizationiterative primal-dual solver
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20) Methods of successive quadratic programming type (90C55)
Uses Software
Cites Work
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- An inexact Newton method for nonconvex equality constrained optimization
- Inexact Hessian-vector products in reduced-space differential-equation constrained optimization
- Flexible Conjugate Gradients
- A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization
- Computing a Trust Region Step
- The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
- Inexact Newton Methods
- Problem Formulation for Multidisciplinary Optimization
- Trust Region Methods
- Inexact Preconditioned Conjugate Gradient Method with Inner-Outer Iteration
- Iterative Solution Methods
- A Flexible Inner-Outer Preconditioned GMRES Algorithm
- Benchmarking optimization software with performance profiles.
- Nonlinear programming without a penalty function.
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