A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method

DOI10.1023/A:1008701324575zbMath0963.90059OpenAlexW1567007743MaRDI QIDQ1583583

Paul Armand, Gilbert, Jean Charles

Publication date: 21 January 2001

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008701324575

zbMATH Keywords

successive quadratic programmingquasi-Newton algorithmequality constrained optimizationBFGS formulapiecewise line-search

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (1)

Modification of the Wolfe line search rules to satisfy the descent condition in the Polak-Ribière-Polyak conjugate gradient method

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