eprintid: 14072
rev_number: 5
eprint_status: archive
userid: 5
dir: disk0/00/01/40/72
datestamp: 2016-12-06 10:00:12
lastmod: 2021-08-27 17:28:12
status_changed: 2016-12-06 10:00:12
type: article
metadata_visibility: show
item_issues_count: 2
creators_name: Gilbert, J.-C.
creators_id: AL0691
title: On the local and global convergence of a reduced Quasi-Newton method1
ispublished: pub
divisions: prog_sds
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.
date: 1989
date_type: published
publisher: Taylor and Francis Ltd.
id_number: 10.1080/02331938908843462
creators_browse_id: 1903
full_text_status: none
publication: Optimization
volume: 20
number: 4
pagerange: 421-450
refereed: TRUE
issn: 0233-1934
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/article
citation:   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>.