A matrix-free algorithm for equality constrained optimization problems with rank-deficient jacobians

SIAM Journal on Optimization

Volumn 20, Issue 3, 2009, Pages 1224-1249

  Curtis, Frank E ^a   Nocedal, Jorge ^b   Wächter, Andreas ^c  

^a NEW YORK UNIVERSITY   (United States)

^b Northwestern University   (United States)

^c IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Constrained optimization; Inexact linear system solvers; Krylov subspace methods; Large scale optimization; Nonconvex programming; Trust regions

Indexed keywords

KRYLOV SUBSPACE METHOD; LARGE-SCALE OPTIMIZATION; LINEAR SYSTEM SOLVER; NON-CONVEX PROGRAMMING; TRUST REGION; TRUST REGIONS;

JACOBIAN MATRICES; LEARNING ALGORITHMS; LINEAR SYSTEMS; NUMERICAL ANALYSIS;

CONSTRAINED OPTIMIZATION;

EID: 73249152163     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/08072471X     Document Type: Article

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