%A J.-C. Gilbert
%J Optimization
%T On the local and global convergence of a reduced Quasi-Newton method1
%X 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.
%N 4
%P 421-450
%V 20
%D 1989
%I Taylor and Francis Ltd.
%R 10.1080/02331938908843462
%L iiasa14072