A convergent secant method for constrained optimization

DOI10.1007/BF03167225MaRDI QIDQ1335568zbMATH OpenOpenAlexFDO

Authors Jianzhong Zhang, Detong Zhu

Publication date 16 October 1994

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03167225

zbMATH Keywords

algorithmconstrained optimizationconvergenceprojective matrixsecant methodtrust region methods

Mathematics Subject Classification ID

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

Review text

The authors combine a secant method with a trust region strategy so that the resulting algorithm not only has a local two-step superlinear rate, but also globally converges to Karush-Kuhn-Tucker points. The condition for proving these convergence properties is weaker than that of some trust region methods which use reduced Hessian as a tool. A minor revision of this algorithm is shown to possess a one-step superlinear rate.

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Cites work

• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• A trust region algorithm for equality constrained optimization
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• Continuity of the null space basis and constrained optimization
• scientific article; zbMATH DE number 3903874 (Why is no real title available?)
• scientific article; zbMATH DE number 169286 (Why is no real title available?)
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• On Secant Updates for Use in General Constrained Optimization
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Projected quasi-Newton algorithm with trust region for constrained optimization

Cited in

(5)

• A convergence of ODE method in constrained optimization
• Nonmonotonic projected algorithm with both trust region and line search for constrained optimization
• A two-piece update of projected Hessian algorithm with nonmonotonic trust region method for constrained optimization
• scientific article; zbMATH DE number 169286 (Why is no real title available?)
• A family of the local convergence of the improved secant methods for nonlinear equality constrained optimization subject to bounds on variables

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