A projective quasi-Newton method for nonlinear optimization
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A trust region method for nonlinear optimization problems with equality constraints is proposed. This method incorporates quadratic subproblems in which orthogonal projective matrices of the Jacobian of constraint functions are used to replace OR decompositions. It is proved that all accumulation points of iterates are Karush-Kuhn-Tucker points and that the method has a one-step superlinear convergence rate.
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Cites work
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- scientific article; zbMATH DE number 3903874 (Why is no real title available?)
- Local Convergence of Secant Methods for Nonlinear Constrained Optimization
- Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
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- Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior
- An active set quasi-Newton method with projection step for monotone nonlinear equations
- Projection generalized two-point extragradient quasi-Newton method for saddle-point and other problems
- An affine scaling projective reduced Hessian algorithm for minimum optimization with nonlinear equality and linear inequality constraints
- A trust-region algorithm combining line search filter technique for nonlinear constrained optimization
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- Convergence of Projected Hessian Approximations in Quasi-Newton Methods for the Nonlinear Programming Problem
- An affine scaling interior point backtracking algorithm for nonlinear constrained optimisation
- A family of improved secant methods via nonmonotone curvilinear paths technique for equality constrained optimization
- A filter secant method with nonmonotone line search for equality constrained optimization
- An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities
- An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization
- A dwindling filter line search algorithm for nonlinear equality constrained optimization
- Projected quasi-Newton algorithm with trust region for constrained optimization
- Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization
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