Least-change quasi-Newton updates for equality-constrained optimization
type: Item
instance of: scholarly article
title: Least-change quasi-Newton updates for equality-constrained optimization
zbMATH Open document ID: 0970.90120
author: R. Smith
published in: Mathematical Programming. Series A. Series B
publication date: 2001-10-14T00:00:00Z
review text: Consider the quasi-Newton updates for equality-constrained optimization. The authors derive a class of rank-3 updates to approximations of the one-sided projection of the Hessian of the Lagrangian which keeps the appropriate part symmetric. The 1-step superlinear convergence for one of the updates is established under certain assumptions. Some numerical results are presented.
Mathematics Subject Classification ID: 90C53
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 1547029
zbMATH Keywords: quasi-Newton updates
zbMATH Keywords: equality-constrained optimization
zbMATH Keywords: superlinear convergence
zbMATH Keywords: variable metric method
MaRDI profile type: Publication
DOI: 10.1007/S101070000143
description: scientific article; zbMATH DE number 1547029