On hessian- and jacobian-free SQP methods - A total quasi-Newton scheme with compact storage

Book Part

Abstract: In this paper we describe several modifications to reduce the memory requirement of the total quasi-

Palabras claves:

Algorithmic differentiation, BFGS, Compact representation (with damping), Limited-memory, NLP, Symmetric rank-one update, Total quasi-Newton method

Autores:

Andreas Griewank, Bosse T., Lehmann L., Schlohauer V.

Fuentes:

scopus