Least-change quasi-Newton updates for equality-constrained optimization (Q1591485)
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scientific article; zbMATH DE number 1547029
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| English | Least-change quasi-Newton updates for equality-constrained optimization |
scientific article; zbMATH DE number 1547029 |
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Least-change quasi-Newton updates for equality-constrained optimization (English)
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14 October 2001
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Consider the quasi-Newton updates for equality-constrained optimization. The authors derive a class of rank-3 updates to approximations of the one-sided projection of the Hessian of the Lagrangian which keeps the appropriate part symmetric. The 1-step superlinear convergence for one of the updates is established under certain assumptions. Some numerical results are presented.
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quasi-Newton updates
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equality-constrained optimization
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superlinear convergence
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variable metric method
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0.8345893621444702
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0.8262019753456116
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0.8182699084281921
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0.8040058612823486
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0.8039095401763916
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