The matrix editor for symbolic Jacobians in ALPAL

We discuss local convergence of Newton's method to a singular solution x* of the nonlinear equations F(x) = 0, for $$F:{\mathbb{R}}^n \rightarrow {\mathbb{R}}^n$$ . It is shown that an existing proof of Griewank, concerning linear convergence to a ...

We present a line search algorithm for large-scale constrained optimization that is robust and efficient even for problems with (nearly) rank-deficient Jacobian matrices. The method is matrix-free (i.e., it does not require explicit storage or ...

For use in a total quasi-Newton NLP code [Griewank, A. and Walther, A., 2002, On constrained optimization by adjoint based quasi-Newton methods. Optimization Methods and Software, 17, 869-889.], we describe a QR-based nullspace factorization of KKT ...