Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems (Q1897451)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems |
scientific article |
Statements
Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems (English)
0 references
9 October 1995
0 references
Some Newton and quasi-Newton algorithms for the solution of inequality constrained minimization problems are considered. All the algorithms described produce sequences \(\{x_k\}\) converging \(q\)-superlinearly to the solution. Furthermore, under mild assumptions, a \(q\)-quadratic convergence rate in \(x\) is also attained. Other features of these algorithms are that only the solution of linear systems of equations is required at each iteration and that the strict complementarity assumption is never invoked. First, the superlinear or quadratic convergence rate of a Newton-like algorithm is proved. Then, a simpler version of this algorithm is studied, and it is shown that it is superlinearly convergent. Finally, quasi-Newton versions of the previous algorithms are considered and, provided the sequence defined by the algorithms converges, a characterization of superlinear convergence extending the result of Boggs, Tolle, and Wang is given.
0 references
quadratic convergence
0 references
multiplier functions
0 references
quasi-Newton algorithms
0 references
inequality constrained minimization problems
0 references
strict complementarity
0 references
superlinear convergence
0 references