A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method

DOI10.1023/A:1008701324575MaRDI QIDQ1583583zbMATH OpenOpenAlexFDO

Authors Paul Armand, J. Ch. Gilbert

Publication date 21 January 2001

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008701324575

zbMATH Keywords

BFGS formulaequality constrained optimizationpiecewise line-searchquasi-Newton algorithmsuccessive quadratic programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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Cited in

(2)

• Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
• Modification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient method

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