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SIAM Journal on Optimization
Article . 1997 . Peer-reviewed
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On the Realization of the Wolfe Conditions in Reduced Quasi-Newton Methods for Equality Constrained Optimization

On the realization of the Wolfe conditions in reduced quasi-Newton methods for equality constrained optimization
Authors: Gilbert, Jean Charles;

On the Realization of the Wolfe Conditions in Reduced Quasi-Newton Methods for Equality Constrained Optimization

Abstract

Summary: This paper describes a reduced quasi-Newton method for solving equality constrained optimization problems. A major difficulty encountered by this type of algorithm is the design of a consistent technique for maintaining the positive definiteness of the matrices approximating the reduced Hessian of the Lagrangian. A new approach is proposed in this paper. The idea is to search for the next iterate along a piecewise linear path. The path is designed so that some generalized Wolfe conditions can be satisfied. These conditions allow the algorithm to sustain the positive definiteness of the matrices from iteration to iteration by a mechanism that has turned out to be efficient in unconstrained optimization.

Keywords

reduced quasi-Newton method, Wolfe's conditions, successive quadratic programming, Quadratic programming, exact penalty function, SQP, constrained optimization, [INFO.INFO-OH] Computer Science [cs]/Other [cs.OH], global convergence, piecewise line-search, Numerical mathematical programming methods, Other numerical methods in calculus of variations

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
Green
bronze