Multilevel least-change Newton-like methods for equality constrained optimization problems

DOI10.1007/BF02591686MaRDI QIDQ3028736zbMATH OpenOpenAlexFDO

Authors S. M. Grzegórski

Publication date 1987

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02591686

zbMATH Keywords

inverse Hessianq-superlinear convergenceequality constrained smooth optimizationmultilevel least-change updatesprojections of fragments of the augmented Hessian matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Cites work

• scientific article; zbMATH DE number 3727523 (Why is no real title available?)
• scientific article; zbMATH DE number 3736490 (Why is no real title available?)
• scientific article; zbMATH DE number 3532748 (Why is no real title available?)
• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
• An Ideal Penalty Function for Constrained Optimization
• Convergence Theorems for Least-Change Secant Update Methods
• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• Dual Variable Metric Algorithms for Constrained Optimization
• Local and superlinear convergence for truncated iterated projections methods
• Multiplier and gradient methods
• On Sparse and Symmetric Matrix Updating Subject to a Linear Equation
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Orthogonal Projections on Convex Sets for Newton-Like Methods
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Variations on Variable-Metric Methods

Cited in

(3)

• Least-change quasi-Newton updates for equality-constrained optimization
• Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
• Properties of a class of multilevel optimization algorithms for equality-constrained problems

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