An analysis of reduced Hessian methods for constrained optimization
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Publication:2640451
DOI10.1007/BF01588794zbMATH Open0719.90071OpenAlexW1987336415MaRDI QIDQ2640451FDOQ2640451
Authors: R. H. Byrd, Jorge Nocedal 
Publication date: 1991
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01588794
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convergence propertiesquasi-Newton methodsbacktracking line searchequality constrained optimizationFletcher exact penalty functionreduced Hessian successive quadratic programming
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Newton-type methods (49M15)
Cites Work
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Cited In (25)
- Reduced Hessian methods as a perturbed Newton-Lagrange method
- Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité
- Numerical solution of a nonlinear parabolic control problem by a reduced SQP method
- An SQP method for general nonlinear programs using only equality constrained subproblems
- Global convergence of inexact reduced sqp methods
- A reduced Hessian SQP method for inequality constrained optimization
- A practical update criterion for SQP method
- A cautious BFGS update for reduced Hessian SQP
- On the Convergence of Constrained Optimization Methods with Accurate Hessian Information on a Subspace
- Two-phase-SQP method with higher-order convergence property
- Reduced functions, gradients and Hessians from fixed-point iterations for state equations
- A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence
- On the local and global convergence of a reduced Quasi-Newton method1
- Reduced-Hessian quasi-Newton methods for unconstrained optimization
- A class of trust region methods for linear inequality constrained optimization and its theory analysis. II: Local convergence rate and numerical tests
- Orthogonal and conjugate basis methods for solving equality constrained minimization problems
- A reduced Hessian method for constrained optimization
- Convergence of the BFGS-SQP Method for Degenerate Problems
- A reduced successive quadratic programming algorithm for nonlinearly equality constrained optimization
- Stable reduced Hessian updates for indefinite quadratic programming
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
- Combining Trust Region and Line Search Methods for Equality Constrained Optimization
- A modified reduced Hessian SQP method for solving equality constrained optimization problems
- Numerical experience with a reduced Hessian method for large scale constrained optimization
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