Convergence of the BFGS Method for LC^1 Convex Constrained Optimization

DOI10.1137/S0363012994274823MaRDI QIDQ3837285zbMATH OpenOpenAlexFDO

Authors Xiaojun Chen

Publication date 8 December 1996

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012994274823

zbMATH Keywords

linearly constrained optimizationLipschitz gradientnonsmooth equationsquasi-Newton matrixstochastic programs with recourse

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Stochastic programming (90C15) Convex programming (90C25)

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Cited in

(18)

• An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
• On preconditioned Uzawa methods and SOR methods for saddle-point problems
• Superlinear convergence of smoothing quasi-Newton methods for nonsmooth equations
• On superlinear convergence of quasi-Newton methods for nonsmooth equations
• Verification methods for nonlinear equations with saddle point functions
• Globally convergent BFGS method for nonsmooth convex optimization
• Newton-type methods for stochastic programming.
• Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation
• A regularized limited memory BFGS method for nonconvex unconstrained minimization
• A stochastic quasi-Newton method for simulation response optimization
• Improving the convergence behaviour of BiCGSTAB by applying <i>D</i>-norm minimization
• A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
• Convergence of the BFGS-SQP Method for Degenerate Problems
• Convergence of an inexact generalized Newton method with a scaled residual control
• A practical update criterion for SQP method
• Local feasible QP-free algorithms for the constrained minimization of SC^1 functions
• An inexact SQP Newton method for convex SC\(^{1}\) minimization problems
• A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems

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