Local Convergence of Secant Methods for Nonlinear Constrained Optimization
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Publication:3476213
DOI10.1137/0725042zbMath0698.65042OpenAlexW2089677701MaRDI QIDQ3476213
Publication date: 1988
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0725042
algorithmssuperlinear convergencemultiplier methodnonlinear constrained optimizationsecant methodssuccessive quadratic programming algorithm
Related Items (17)
A convergent secant method for constrained optimization ⋮ A projective quasi-Newton method for nonlinear optimization ⋮ A heuristic algorithm for nonlinear programming ⋮ An analysis of reduced Hessian methods for constrained optimization ⋮ Line search filter inexact secant methods for nonlinear equality constrained optimization ⋮ A line search filter secant method for nonlinear equality constrained optimization ⋮ A secant algorithm with line search filter method for nonlinear optimization ⋮ A filter secant method with nonmonotone line search for equality constrained optimization ⋮ A dwindling filter line search algorithm for nonlinear equality constrained optimization ⋮ A family of the local convergence of the improved secant methods for nonlinear equality constrained optimization subject to bounds on variables ⋮ Partitioned quasi-Newton methods for nonlinear equality constrained optimization ⋮ Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization ⋮ A family of improved secant methods via nonmonotone curvilinear paths technique for equality constrained optimization ⋮ Nonmonotonic projected algorithm with both trust region and line search for constrained optimization ⋮ Convergence properties of improved secant methods with region multiplier ⋮ Local convergence analysis for the REQP algorithm using conjugate basis matrices ⋮ A class of improved affine-scaling interior-point secant filter methods for minimization with equality and box constraints
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