A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization

DOI10.1137/0724075zbMath0634.65045OpenAlexW2004239023MaRDI QIDQ3773195

Trond Steihaug, R. Fontecilla, Richard A. Tapia

Publication date: 1987

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/101556

zbMATH Keywords

quasi-Newton methodssuperlinear convergenceconvergence theorysequential quadratic programming methodsconstrained optimization methodsdiagonalized multiplier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (23)

An example of irregular convergence in some constrained optimization methods that use the projected hessian ⋮ A convergent secant method for constrained optimization ⋮ On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints ⋮ Two-step and three-step Q-superlinear convergence of SQP methods ⋮ A heuristic algorithm for nonlinear programming ⋮ Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems ⋮ Convergence rate of the augmented Lagrangian SQP method ⋮ A line search filter secant method for nonlinear equality constrained optimization ⋮ Automated Extension of Fixed Point PDE Solvers for Optimal Design with Bounded Retardation ⋮ A primal-dual augmented Lagrangian ⋮ Analysis on a superlinearly convergent augmented Lagrangian method ⋮ A practical globalization of one-shot optimization for optimal design of tokamak divertors ⋮ A family of the local convergence of the improved secant methods for nonlinear equality constrained optimization subject to bounds on variables ⋮ An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems ⋮ Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization ⋮ Reduced quasi-Newton method for simultaneous design and optimization ⋮ On the semilocal convergence of damped Newton's method ⋮ Sparse Inverse Problems over Measures: Equivalence of the Conditional Gradient and Exchange Methods ⋮ Nonmonotonic projected algorithm with both trust region and line search for constrained optimization ⋮ On Secant Updates for Use in General Constrained Optimization ⋮ Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming ⋮ Equality and inequality constrained optimization algorithms with convergent stepsizes ⋮ Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms

This page was built for publication: A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization