A cautious BFGS update for reduced Hessian SQP

DOI10.1007/s11075-007-9075-5zbMath1117.65090OpenAlexW2039312875MaRDI QIDQ885498

Tao-Wen Liu, Dong-hui Li

Publication date: 14 June 2007

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-007-9075-5

zbMATH Keywords

global convergencesequential quadratic programmingnumerical experimentsequality constrained optimizationBroyden-Fletcher-Goldfarb-Shanno update criterioncautious update criterionreduced Hessian

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (1)

A reduced Hessian SQP method for inequality constrained optimization

Cites Work

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