Least-change quasi-Newton updates for equality-constrained optimization
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.
scientific article; zbMATH DE number 1547029