On the efficient update of rectangular LU-factorizations subject to low rank modifications

Article

Abstract: In this paper we introduce a new method for the computation of KKT matrices that arise from solving

Palabras claves:

KKT-system, Low-rank modification, LU-factorization, Quasi-Newton method

Autores:

Andreas Griewank, Bollhöfer M., Stange P.

Fuentes:

scopus