A heuristic algorithm for nonlinear programming (Q1093535)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heuristic algorithm for nonlinear programming |
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A heuristic algorithm for nonlinear programming (English)
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1988
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A heuristic algorithm for nonlinear programming is presented. The algorithm uses two search directions, and the Hessian of the Lagrangian function is approximated with the BFGS secant update. We show that the sequence of iterates converge q-superlinearly if the sequence of approximating matrices satisfies a particular condition. Numerical results are presented.
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constrained minimization
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quasi-Newton methods
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secant methods
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heuristic
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