Displaying similar documents to “A Discrete Projection Quasi Newton Method for Linearly Constrained Problems”

On diagonally preconditioning the 2-steps BFGS method with accumulated steps for supra-scale linearly constrained nonlinear programming.

Laureano F. Escudero (1982)

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We present an algorithm for supra-scale linearly constrained nonlinear programming (LNCP) based on the Limited-Storage Quasi-Newton's method. In large-scale programming solving the reduced Newton equation at each iteration can be expensive and may not be justified when far from a local solution; besides, the amount of storage required by the reduced Hessian matrix, and even the computing time for its Quasi-Newton approximation, may be prohibitive. An alternative based on the reduced...