Rates of convergence for adaptive Newton methods

DOI10.1007/BF00938596MaRDI QIDQ802470zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs

Publication date 1986

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00938596

zbMATH Keywords

constrained optimizationinfinite-dimensional spacesNewton-type methodssuperlinear rates of convergence

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30) Programming in abstract spaces (90C48)

Review text

We consider Newton-type methods for constrained optimization problems in infinite-dimensional spaces, where at each iteration the first and second derivatives and the feasible set are approximated. The approximations can change at each iteration and conditions are given under which linear and superlinear rates of convergence of the iterates to the optimal point hold. Several applications are discussed.

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Cites work

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Cited in

(11)

• Newton's method for singular constrained optimization problems
• Degeneracy in NLP and the development of results motivated by its presence
• On the use of consistent approximations in the solution of semi-infinite optimization and optimal control problems
• A survey of truncated-Newton methods
• Convergence of algorithms for perturbed optimization problems
• Global convergence of inexact reduced sqp methods
• A Parametric Newton Method for Optimization Problems in Hilbert Spaces
• Adaptive Newton-like method for shape optimization
• Abstract Newtonian frameworks and their applications
• scientific article; zbMATH DE number 5217548 (Why is no real title available?)
• Approximate quasi-Newton methods

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