RT Journal Article
SR 00
ID 10.1080/02331938908843462
A1 Gilbert, J.-C.
T1 On the local and global convergence of a reduced Quasi-Newton method1
JF Optimization
YR 1989
FD 1989
VO 20
IS 4
SP 421
OP 450
AB 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.
PB Taylor and Francis Ltd.
SN 0233-1934
LK https://pure.iiasa.ac.at/id/eprint/14072/