caa a22 4500 475750616 CHVBK 20180406123522.0 cr unu---uuuuu 170329e20000101xx s 000 0 eng 10.1023/A:1008723031056 doi (NATIONALLICENCE)springer-10.1023/A:1008723031056 Numerical Experience with a Reduced Hessian Method for Large Scale Constrained Optimization [Elektronische Daten] [Lorenz Biegler, Jorge Nocedal, Claudia Schmid, David Ternet] The reduced Hessian SQP algorithm presented in Biegler et al. [SIAM J. Optimization, Vol. 5, no. 2, pp. 314-347, 1995.] is developed in this paper into a practical method for large-scale optimization. The novelty of the algorithm lies in the incorporation of a correction vector that approximates the cross term ZTWYpY. This improves the stability and robustness of the algorithm without increasing its computational cost. The paper studies how to implement the algorithm efficiently, and presents a set of tests illustrating its numerical performance. An analytic example, showing the benefits of the correction term, is also presented. Kluwer Academic Publishers, 2000 Successive Quadratic Programming nationallicence reduced Hessian methods nationallicence constrained optimization nationallicence quasi-Newton method nationallicence large-scale optimization nationallicence Biegler Lorenz Chemical Engineering Department, Carnegie Mellon University, 15213, Pittsburgh, PA aut Nocedal Jorge Department of Electrical and Computer Engineering, Northwestern University, 60208, Evanston, Il aut Schmid Claudia Chemical Engineering Department, Carnegie Mellon University, 15213, Pittsburgh, PA aut Ternet David Chemical Engineering Department, Carnegie Mellon University, 15213, Pittsburgh, PA aut Computational Optimization and Applications Kluwer Academic Publishers 15/1(2000-01-01), 45-67 0926-6003 15:1<45 2000 15 10589 https://doi.org/10.1023/A:1008723031056 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008723031056 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Biegler Lorenz Chemical Engineering Department, Carnegie Mellon University, 15213, Pittsburgh, PA aut NATIONALLICENCE 700 1- Nocedal Jorge Department of Electrical and Computer Engineering, Northwestern University, 60208, Evanston, Il aut NATIONALLICENCE 700 1- Schmid Claudia Chemical Engineering Department, Carnegie Mellon University, 15213, Pittsburgh, PA aut NATIONALLICENCE 700 1- Ternet David Chemical Engineering Department, Carnegie Mellon University, 15213, Pittsburgh, PA aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 15/1(2000-01-01), 45-67 0926-6003 15:1<45 2000 15 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer