Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization

Author:

Gilbert Jean Charles

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference38 articles.

1. L. Armijo, “Minimization of functions having Lipschitz continuous first partial derivatives,”Pacific Journal of Mathematics 16 (1966) 1–3.

2. D.P. Bertsekas,Constrained Optimization and Lagrange Multiplier Methods (Academic Press, New York, 1982).

3. J.F. Bonnans, “Asymptotic admissibility of the unit stepsize in exact penalty methods,”SIAM Journal on Control and Optimization 27 (1989) 631–641.

4. R.H. Byrd, “On the convergence of constrained optimization methods with accurate Hessian information on a subspace,” Report CU-CS-270-84, Department of Computer Science, University of Colorado (Boulder, Colorado 80309, 1984).

5. R.H. Burd, “An example of irregular convergence in some constrained optimization methods that use the projected Hessian,”Mathematical Programming 32 (1985) 232–237.

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