On Secant Updates for Use in General Constrained Optimization
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Cites work
- A Convergence Theory for a Class of Quasi-Newton Methods 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
- scientific article; zbMATH DE number 3928227 (Why is no real title available?)
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- scientific article; zbMATH DE number 3562783 (Why is no real title available?)
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- On the Local and Superlinear Convergence of Quasi-Newton Methods
- On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
- Properties of updating methods for the multipliers in augmented Lagrangians
- Quasi-Newton Methods, Motivation and Theory
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
Cited in
(20)- Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
- A constrained min-max algorithm for rival models of the same economic system
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- Equality and inequality constrained optimization algorithms with convergent stepsizes
- Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
- A convergent secant method for constrained optimization
- Convergence rate of the augmented Lagrangian SQP method
- Nonmonotonic projected algorithm with both trust region and line search for constrained optimization
- Least-change quasi-Newton updates for equality-constrained optimization
- Adaptive algorithm for constrained least-squares problems
- Optimal secant-updates of rank 1
- Local Convergence of Secant Methods for Nonlinear Constrained Optimization
- An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
- Numerical algorithms for constrained maximum likelihood estimation
- A structured quasi-Newton algorithm for optimizing with incomplete Hessian information
- Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares
- An augmented Lagrangian algorithm for constrained nonlinear least-squares
- Augmented Lagrangian based sequential quadratic programming for a constrained inverse eigenvalue problem of a graph
- On averaging and representation properties of the BFGS and related secant updates
- Augmented penalty algorithms based on BFGS secant approximations and trust regions
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