Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization

DOI10.1007/BF01594922zbMath0721.90068OpenAlexW2074899569MaRDI QIDQ2641222

Gilbert, Jean Charles

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/bf01594922

zbMATH Keywords

equality constrained optimizationnondifferentiable augmented Lagrangianreduced secant method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimizing a differentiable function over a differential manifold
• A globally convergent method for nonlinear programming
• Minimization of functions having Lipschitz continuous first partial derivatives
• Variants of the reduced Newton method for nonlinear equality constrained optimization problems
• An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• An example of irregular convergence in some constrained optimization methods that use the projected hessian
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Continuity of the null space basis and constrained optimization
• On the local and global convergence of a reduced Quasi-Newton method¹
• Asymptotic Admissibility of the Unit Stepsize in Exact Penalty Methods
• Exact penalty functions in nonlinear programming
• Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
• A surperlinearly convergent algorithm for constrained optimization problems
• Nonlinear programming via an exact penalty function: Global analysis
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• Optimal conditioning of self-scaling variable Metric algorithms
• Quasi-Newton Methods, Motivation and Theory
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Matrix conditioning and nonlinear optimization
• Algorithms for nonlinear constraints that use lagrangian functions
• Convergence Conditions for Ascent Methods