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Gilbert, J.-C. (1989). On the local and global convergence of a reduced Quasi-Newton method1. Optimization 20 (4) 421-450. 10.1080/02331938908843462.
Full text not available from this repository.Abstract
In optimization in Rn with m nonlinear equality constraints, we study the local convergence of reduced quasi-newton methods, in which the updated matrix is of order n–m. Furthermore, we give necessary and sufficient conditions for superlinear convergence (in one step) and we introduce a device to globalize the local algorithm. It consists in determining a step along an arc in order to decrease an exact penalty function and we give conditions so that asymptotically the step-size will be equal to one. © 1989, Taylor & Francis Group, LLC.
| Item Type: | Article |
|---|---|
| Research Programs: | System and Decision Sciences - Core (SDS) |
| Depositing User: | Romeo Molina |
| Date Deposited: | 06 Dec 2016 10:00 |
| Last Modified: | 27 Aug 2021 17:28 |
| URI: | https://pure.iiasa.ac.at/14072 |
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