Partitioned quasi-Newton methods for nonlinear equality constrained optimization

DOI10.1007/BF01585692zbMath0751.90070MaRDI QIDQ1184335

Peter A. Fenyes, Thomas F. Coleman

Publication date: 28 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationequality constraintsquasi-Newton methodminimum change condition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Numerical computation of solutions to systems of equations (65H10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (3)

An analysis of reduced Hessian methods for constrained optimization ⋮ Partitioned quasi-Newton methods for nonlinear equality constrained optimization ⋮ An SQP method for general nonlinear programs using only equality constrained subproblems

Uses Software

• LINPACK
• SAS
• NPSOL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
• An algorithm for composite nonsmooth optimization problems
• Test examples for nonlinear programming codes
• Partitioned quasi-Newton methods for nonlinear equality constrained optimization
• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• Properties of updating methods for the multipliers in augmented Lagrangians
• Multiplier and gradient methods
• Minimization of functions having Lipschitz continuous first partial derivatives
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• Least Change Secant Updates for Quasi-Newton Methods
• Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
• A surperlinearly convergent algorithm for constrained optimization problems
• Newton-type methods for unconstrained and linearly constrained optimization
• Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Sequential Quadratic Programming Methods Based on Approximating a Projected Hessian Matrix
• Methods for Modifying Matrix Factorizations
• Definite and Semidefinite Quadratic Forms

This page was built for publication: Partitioned quasi-Newton methods for nonlinear equality constrained optimization