Convergent stepsizes for constrained optimization algorithms
type: Item
instance of: scholarly article
title: Convergent stepsizes for constrained optimization algorithms
zbMATH Open document ID: 0568.90078
DOI: 10.1007/BF00939251
published in: Journal of Optimization Theory and Applications
publication date: 1986-01-01T00:00:00Z
review text: A fundamental problem in constrained nonlinear optimization algorithms is the design of a satisfactory stepsize strategy which converges to unity. We discuss stepsize strategies for Newton or quasi-Newton algorithms which require the solution of quadratic optimization subproblems. Five stepsize strategies are considered for three different subproblems, and the conditions under which the stepsizes will converge to unity are established. It is shown that these conditions depend critically on the convergence of the Hessian approximations used in the algorithms. The stepsize strategies are constructed using basic principles from which the conditions to unit stepsizes follow. Numerical results are discussed in an Appendix.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49M37
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 3908177
zbMATH Keywords: constrained nonlinear optimization
zbMATH Keywords: stepsize strategy
zbMATH Keywords: quasi-Newton algorithms
zbMATH Keywords: Hessian approximations
author: Berç Rustem
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3908177