Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians

Andreas Griewank, Andrea Walther, Maciek Korzec. Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians. Optimization Methods and Software, 22(2):279-295, 2007. [doi]

Authors

Andreas Griewank

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Andrea Walther

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Maciek Korzec

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