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Volumn 9, Issue 3, 1999, Pages 578-604

Practical update criteria for reduced Hessian SQP: Global analysis

Author keywords

Constrained optimization; Nonlinear programming; Quasi Newton methods; Reduced Hessian algorithms; Successive quadratic programming

Indexed keywords


EID: 0033416524     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S105262349427861X     Document Type: Article
Times cited : (6)

References (14)
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    • Byrd, R.H.1    Nocedal, J.2
  • 2
    • 0025791660 scopus 로고
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    • Byrd, R.H.1    Nocedal, J.2
  • 3
    • 0021477252 scopus 로고
    • On the local convergence of a quasi-Newton method for the nonlinear programming problem
    • T. F. COLEMAN AND A. R. CONN, On the local convergence of a quasi-Newton method for the nonlinear programming problem, SIAM J. Numer. Anal., 21 (1984), pp. 755-769.
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    • Coleman, T.F.1    Conn, A.R.2
  • 4
    • 0003336489 scopus 로고
    • A class of methods for nonlinear programming with termination and convergence properties
    • North-Holland, Amsterdam
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    • Fletcher, R.1
  • 5
    • 85033944388 scopus 로고
    • 1 LP
    • Department of Mathematics and Computer Science, University of Dundee, Scotland
    • 1 LP, Numerical Analysis Report NA/114, Department of Mathematics and Computer Science, University of Dundee, Scotland, 1988.
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    • Fletcher, R.1
  • 6
    • 0001837582 scopus 로고
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    • D. GABAY, Reduced quasi-Newton methods with feasibility improvement for nonlinear constrained optimization, Math. Programming Stud., 16 (1982), pp. 18-44.
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    • Gabay, D.1
  • 7
    • 0026118939 scopus 로고
    • Maintaining the positive definiteness of the matrices in reduced Hessian methods for equality constrained optimization
    • J. C. GILBERT, Maintaining the positive definiteness of the matrices in reduced Hessian methods for equality constrained optimization, Math. Programming, 50 (1991), pp. 1-28.
    • (1991) Math. Programming , vol.50 , pp. 1-28
    • Gilbert, J.C.1
  • 8
    • 0000373474 scopus 로고
    • Superlinearly convergent variable metric algorithms for general nonlinear programming problems
    • S. P. HAN, Superlinearly convergent variable metric algorithms for general nonlinear programming problems, Math. Programming, 11 (1976), pp. 263-282.
    • (1976) Math. Programming , vol.11 , pp. 263-282
    • Han, S.P.1
  • 11
    • 0022145863 scopus 로고
    • Projected Hessian updating algorithms for nonlinearly constrained optimization
    • J. NOCEDAL AND M. L. OVERTON, Projected Hessian updating algorithms for nonlinearly constrained optimization, SIAM J. Numer. Anal., 22 (1985), pp. 821-850.
    • (1985) SIAM J. Numer. Anal. , vol.22 , pp. 821-850
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  • 12
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    • Variable metric methods of minimization
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  • 13
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    • Some global convergence properties of a variable metric algorithm for minimization without exact line searches
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  • 14
    • 0002741508 scopus 로고
    • Variable metric methods for constrained optimization
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    • Powell, M.J.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.