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

DOI10.1023/A:1008701324575zbMATH0963.90059OpenAlexW1567007743MaRDI QIDQ1583583FDOQ1583583

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

quasi-Newton algorithmsuccessive quadratic programmingequality constrained optimizationBFGS formulapiecewise line-search

Mathematics Subject Classification ID

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

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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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