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Structure analysis and partial reinversion of large Jacobian matrices in nonlinear programming (anglais)

This paper concerns itself with efficient inversion and updating procedures for large, structurally equivalent Jacobian matrices as they occur in the generalized reduced gradient method for nonlinear programming problems. It is shown that the Schur complement associated with a diagonal block has a special structure induced by the positions and heights of the spikes inside the block. This induced structure is used to develop strategies for the inversion...
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