A reduced Hessian method for constrained optimization
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Publication:1312087
DOI10.1007/BF01299153zbMath0794.90065MaRDI QIDQ1312087
Publication date: 19 January 1994
Published in: Computational Optimization and Applications (Search for Journal in Brave)
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Cites Work
- Test examples for nonlinear programming codes
- A globally convergent method for nonlinear programming
- The local convergence of the Byrd-Schnabel algorithm for constrained optimization
- An analysis of reduced Hessian methods for constrained optimization
- On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
- Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
- Continuity of the null space basis and constrained optimization
- Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
- The watchdog technique for forcing convergence in algorithms for constrained optimization
- Sequential Quadratic Programming Methods Based on Approximating a Projected Hessian Matrix
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