A globally convergent constrained quasi-Newton method with an augmented lagrangian type penalty function

DOI10.1007/BF01583780zbMath0477.90056MaRDI QIDQ3934150

Hiroshi Yamashita

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

global convergenceconstrained optimizationdescent methodquasi-Newton methodaugmented Lagrangian functionexact line searchdifferentiable penalty functionupdating algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Mathematical programming (90C99)

Related Items

Dual techniques for constrained optimization ⋮ Switching stepsize strategies for sequential quadratic programming ⋮ A new successive quadratic programming algorithm ⋮ The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization

Cites Work

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