Newton's method and quasi-Newton-SQP method for general LC^1 constrained optimization

DOI10.1016/S0096-3003(97)10053-4MaRDI QIDQ1294445zbMATHOpenAlexFDO

Authors Wenyu Sun

Publication date 29 June 1999

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(97)10053-4

zbMATH Keywords

optimality conditionNewton methodquasi-Newton methodnon-smooth optimizationSQP method

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Newton's Method for B-Differentiable Equations
• On the Local and Superlinear Convergence of Quasi-Newton Methods
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• Second-order and related extremality conditions in nonlinear programming
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• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Technical note: Directional derivatives in nonsmooth optimization

Cited in

(7)

• scientific article; zbMATH DE number 779148 (Why is no real title available?)
• Triple reverse-order law for weighted generalized inverses
• The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization
• Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
• Quasi-Newton trust region algorithm for non-smooth least squares problems
• A filter-trust-region method for LC 1 unconstrained optimization and its global convergence
• Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods

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