Some improved projected quasi-Newton algorithms and their convergence. I: Methods and global behavior

DOI10.1007/BF02006185zbMath0683.65046OpenAlexW3010936461MaRDI QIDQ1824993

Shaoping Hou, De-Tong Zhu, Zhang, Jianzhong

Publication date: 1989

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02006185

zbMATH Keywords

global convergencepenalty functionKuhn-Tucker pointprojected quasi-Newton algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items

Projected quasi-Newton algorithm with trust region for constrained optimization, Some improved projected quasi-Newton algorithms and their convergence. II: Local convergence rate and numerical tests, Convergence properties of improved secant methods with region multiplier

Cites Work

• Augmented Lagrangians which are quadratic in the multiplier
• Foundations of optimization
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
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