relation: https://pure.iiasa.ac.at/id/eprint/14072/
title: On the local and global convergence of a reduced Quasi-Newton method1
creator: Gilbert, J.-C.
description: 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.
publisher: Taylor and Francis Ltd.
date: 1989
type: Article
type: PeerReviewed
identifier:   Gilbert, J.-C. <https://pure.iiasa.ac.at/view/iiasa/1903.html>  (1989).  On the local and global convergence of a reduced Quasi-Newton method1.   Optimization 20 (4) 421-450. 10.1080/02331938908843462 <https://doi.org/10.1080/02331938908843462>.       
relation: 10.1080/02331938908843462
identifier: 10.1080/02331938908843462
doi: 10.1080/02331938908843462