An analysis of reduced Hessian methods for constrained optimization
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Cited in
(27)- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- Reduced functions, gradients and Hessians from fixed-point iterations for state equations
- Global convergence of inexact reduced sqp methods
- A reduced successive quadratic programming algorithm for nonlinearly equality constrained optimization
- Reduced Hessian methods as a perturbed Newton-Lagrange method
- A cautious BFGS update for reduced Hessian SQP
- A modified reduced Hessian SQP method for solving equality constrained optimization problems
- A class of trust region methods for linear inequality constrained optimization and its theory analysis. II: Local convergence rate and numerical tests
- Numerical solution of a nonlinear parabolic control problem by a reduced SQP method
- Convergence of the BFGS-SQP Method for Degenerate Problems
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- scientific article; zbMATH DE number 1186890 (Why is no real title available?)
- Inexact Hessian-vector products in reduced-space differential-equation constrained optimization
- Reduced-Hessian quasi-Newton methods for unconstrained optimization
- An SQP method for general nonlinear programs using only equality constrained subproblems
- Combining Trust Region and Line Search Methods for Equality Constrained Optimization
- Numerical experience with a reduced Hessian method for large scale constrained optimization
- A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence
- A practical update criterion for SQP method
- Two-phase-SQP method with higher-order convergence property
- Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
- On the Convergence of Constrained Optimization Methods with Accurate Hessian Information on a Subspace
- A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
- Stable reduced Hessian updates for indefinite quadratic programming
- A reduced Hessian method for constrained optimization
- On the local and global convergence of a reduced Quasi-Newton method1
- A reduced Hessian SQP method for inequality constrained optimization
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