The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization

DOI10.1016/J.AMC.2007.07.011zbMath1141.65047OpenAlexW1992728694MaRDI QIDQ2479147

Shengwei Yao, Liying Liu, Zeng-xin Wei

Publication date: 26 March 2008

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.07.011

zbMATH Keywords

constrained optimizationsuperlinear convergenceBroyden-Fletcher-Goldfarb-Shanno update formulaquasi-Newton-successive quadratic programming (SQP) method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)

Uses Software

• ve08

Cites Work

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• Newton's method and quasi-Newton-SQP method for general \(\text{LC}^1\) constrained optimization
• The superlinear convergence of a modified BFGS-type method for unconstrained optimization
• Local convergence analysis for partitioned quasi-Newton updates
• A successive quadratic programming algorithm with global and superlinear convergence properties
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Nonlinear programming via an exact penalty function: Asymptotic analysis

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