A convergent secant method for constrained optimization (Q1335568)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A convergent secant method for constrained optimization |
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A convergent secant method for constrained optimization (English)
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16 October 1994
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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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constrained optimization
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projective matrix
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secant method
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algorithm
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convergence
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trust region methods
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