• Andreas Potschka
Part of the Advances in Numerical Mathematics book series (ANUM)


Especially on fine space discretizations we obtain large scale quadratic subproblems (5.34) in the inexact SQP method described in Chapter 5. The goal of this chapter is to present a condensing approach which is one of two steps for the solution of these large scale QPs. It consists of a structure exploiting elimination of all discretized PDE variables from the QP. The resulting equivalent QP is of much smaller, grid-independent size and can then, in a second step, be solved by, e.g., a Parametric Active Set Method (PASM) which we describe in Chapter 9.


Coarse Grid Matrix Vector Product Hessian Approximation Scaling Invariance Quadratic Subproblem 
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Copyright information

© Springer Fachmedien Wiesbaden 2014

Authors and Affiliations

  1. 1.HeidelbergGermany

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