A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite

DOI10.1137/S1052623499351791zbMath1047.90040OpenAlexW2039992844MaRDI QIDQ2706326

Kurt M. Anstreicher, Margaret H. Wright

Publication date: 19 March 2001

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623499351791

zbMATH Keywords

inertiaaugmented Lagrangian methodsreduced Hessianaugmented Hessian

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Nonlinear programming (90C30)

Related Items (3)

Geometric properties for level sets of quadratic functions ⋮ A cautious BFGS update for reduced Hessian SQP ⋮ S-lemma with equality and its applications

This page was built for publication: A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite