On the efficient update of rectangular LU-factorizations subject to low rank modifications
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Publication:836667
zbMath1171.15309MaRDI QIDQ836667
Andreas Griewank, Matthias Bollhöfer, Peter Stange
Publication date: 8 September 2009
Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130565
algorithmquasi-Newton methodLU-factorizationconstrained nonlinear optimizationKKT-systemlow-rank modification
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