Practical Update Criteria for Reduced Hessian SQP: Global Analysis
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/S105262349427861X
Reference9 articles.
1. A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
2. An analysis of reduced Hessian methods for constrained optimization
3. On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
4. Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
5. Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization
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1. A reduced Hessian SQP method for inequality constrained optimization;Computational Optimization and Applications;2009-08-08
2. Convergence of the BFGS-SQP Method for Degenerate Problems;Numerical Functional Analysis and Optimization;2007-08-14
3. A practical update criterion for SQP method;Optimization Methods and Software;2007-04
4. A cautious BFGS update for reduced Hessian SQP;Numerical Algorithms;2007-03-14
5. A piecewise line-search technique for maintaining the positive definitenes of the matrices in the SQP method;Computational Optimization and Applications;2000
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