Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization

DOI10.1137/S0363012994274823zbMath0871.90062OpenAlexW2059589283MaRDI QIDQ3837285

Xiaojun Chen

Publication date: 8 December 1996

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994274823

zbMATH Keywords

nonsmooth equationslinearly constrained optimizationstochastic programs with recourseLipschitz gradientquasi-Newton matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Parallel numerical computation (65Y05)

Related Items (17)

Convergence of the BFGS-SQP Method for Degenerate Problems ⋮ Superlinear convergence of smoothing quasi-Newton methods for nonsmooth equations ⋮ On superlinear convergence of quasi-Newton methods for nonsmooth equations ⋮ Local feasible QP-free algorithms for the constrained minimization of SC\(^1\) functions ⋮ A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems ⋮ Verification methods for nonlinear equations with saddle point functions ⋮ A filter-trust-region method for LC 1 unconstrained optimization and its global convergence ⋮ A regularized limited memory BFGS method for nonconvex unconstrained minimization ⋮ Convergence of an inexact generalized Newton method with a scaled residual control ⋮ A stochastic quasi-Newton method for simulation response optimization ⋮ An inexact SQP Newton method for convex SC\(^{1}\) minimization problems ⋮ A practical update criterion for SQP method ⋮ Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation ⋮ An SQP algorithm with cautious updating criteria for nonlinear degenerate problems ⋮ Globally convergent BFGS method for nonsmooth convex optimization ⋮ On preconditioned Uzawa methods and SOR methods for saddle-point problems ⋮ Newton-type methods for stochastic programming.

This page was built for publication: Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization