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

DOI10.1016/J.AMC.2007.07.011MaRDI QIDQ2479147zbMATH OpenOpenAlexFDO

Authors Liying Liu, Shengwei Yao, Zengxin 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

Broyden-Fletcher-Goldfarb-Shanno update formulaconstrained optimizationquasi-Newton-successive quadratic programming (SQP) methodsuperlinear convergence

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)

Review text

The authors present a modified new quasi-Newton-successive quadratic programming (SQP) method for constrained optimization by using some modified Broyden-Fletcher-Goldfarb-Shanno update formula. The superlinear convergence of the given method is established under some sufficient conditions.

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Cites work

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Cited in

(8)

• Two-step and three-step Q-superlinear convergence of SQP methods
• A modified limited SQP method for constrained optimization
• On the Characterization of q-Superlinear Convergence of Quasi-Newton Methods for Constrained Optimization
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• On Secant Updates for Use in General Constrained Optimization
• Quasi-Newton modification of the linearization method
• Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
• scientific article; zbMATH DE number 2092232 (Why is no real title available?)

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