A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
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 factorizations of derivative matrices), allows for inexact step computations, and is applicable for nonconvex problems. …