On Secant Updates for Use in General Constrained Optimization

DOI10.2307/2008585zbMath0657.90088OpenAlexW4252781672MaRDI QIDQ3807007

Richard A. Tapia

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2008585

zbMATH Keywords

successive quadratic programmingaugmented Lagrangiansecant methodsequality-constrained optimizationlocal q-superlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Newton-type methods (49M15)

Related Items (13)

A convergent secant method for constrained optimization ⋮ Convergence theory for the structured BFGS secant method with an application to nonlinear least squares ⋮ Convergence rate of the augmented Lagrangian SQP method ⋮ Augmented penalty algorithms based on BFGS secant approximations and trust regions ⋮ Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares ⋮ A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information ⋮ A constrained min-max algorithm for rival models of the same economic system ⋮ Numerical algorithms for constrained maximum likelihood estimation ⋮ Nonmonotonic projected algorithm with both trust region and line search for constrained optimization ⋮ Orthogonal and conjugate basis methods for solving equality constrained minimization problems ⋮ Adaptive algorithm for constrained least-squares problems ⋮ Equality and inequality constrained optimization algorithms with convergent stepsizes ⋮ Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms

Cites Work

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• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• Properties of updating methods for the multipliers in augmented Lagrangians
• Convergence Theorems for Least-Change Secant Update Methods
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Quasi-Newton Methods, Motivation and Theory
• Dual Variable Metric Algorithms for Constrained Optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• On the Local and Superlinear Convergence of Quasi-Newton Methods

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