An analysis of reduced Hessian methods for constrained optimization

DOI10.1007/BF01588794zbMath0719.90071OpenAlexW1987336415MaRDI QIDQ2640451

Byrd, Richard H., Nocedal, Jorge

Publication date: 1991

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588794

zbMATH Keywords

convergence propertiesquasi-Newton methodsbacktracking line searchequality constrained optimizationFletcher exact penalty functionreduced Hessian successive quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Newton-type methods (49M15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Convergence of the BFGS-SQP Method for Degenerate Problems, A class of trust region methods for linear inequality constrained optimization and its theory analysis. I: Algorithm and global convergence, A class of trust region methods for linear inequality constrained optimization and its theory analysis. II: Local convergence rate and numerical tests, A cautious BFGS update for reduced Hessian SQP, Global convergence of inexact reduced sqp methods, Numerical solution of a nonlinear parabolic control problem by a reduced SQP method, A reduced Hessian SQP method for inequality constrained optimization, Two-phase-SQP method with higher-order convergence property, An interior algorithm for nonlinear optimization that combines line search and trust region steps, Combining Trust Region and Line Search Methods for Equality Constrained Optimization, A practical update criterion for SQP method, Operations research and optimization (ORO), An SQP method for general nonlinear programs using only equality constrained subproblems, A reduced Hessian method for constrained optimization, Orthogonal and conjugate basis methods for solving equality constrained minimization problems

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