An example of irregular convergence in some constrained optimization methods that use the projected hessian

DOI10.1007/BF01586093zbMath0576.90079OpenAlexW2039453203MaRDI QIDQ3696876

Byrd, Richard H.

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01586093

zbMATH Keywords

constrained optimizationRates of convergencereduced Hessianmethod of successive quadratic programmingtwo-step convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

An analysis of reduced Hessian methods for constrained optimization, Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization, Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité, On the local and global convergence of a reduced Quasi-Newton method¹, Numerical solution of a nonlinear parabolic control problem by a reduced SQP method, An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations, Orthogonal and conjugate basis methods for solving equality constrained minimization problems

Cites Work

• Unnamed Item
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Nonlinear programming via an exact penalty function: Global analysis
• Nonlinear programming via an exact penalty function: Asymptotic analysis