A projective quasi-Newton method for nonlinear optimization (Q1344341)
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scientific article; zbMATH DE number 721010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A projective quasi-Newton method for nonlinear optimization |
scientific article; zbMATH DE number 721010 |
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A projective quasi-Newton method for nonlinear optimization (English)
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9 February 1995
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A trust region method for nonlinear optimization problems with equality constraints is proposed. This method incorporates quadratic subproblems in which orthogonal projective matrices of the Jacobian of constraint functions are used to replace OR decompositions. It is proved that all accumulation points of iterates are Karush-Kuhn-Tucker points and that the method has a one-step superlinear convergence rate.
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projective quasi-Newton method
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trust region method
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nonlinear optimization
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OR decompositions
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Karush-Kuhn-Tucker points
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superlinear convergence
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