Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ SIAM Journal on Nume...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article
Data sources: zbMATH Open
SIAM Journal on Numerical Analysis
Article . 1987 . Peer-reviewed
Data sources: Crossref
versions View all 2 versions
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization

A convergence theory for a class of quasi-Newton methods for constrained optimization
Authors: Fontecilla, Rodrigo; Steihaug, Trond; Tapia, Richard A.;

A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization

Abstract

The paper contains an excellent overview about convergence theory for constrained optimization methods and gives a unifying framework of convergence analysis. The investigations are based on the diagonalized multiplier method (DMM) defined by the third author [J. Optim. Theory Appl. 22, 135-195 (1977; Zbl 0336.65034)]. The analysis can also be applied to other classes of methods, for instance to sequential quadratic programming methods. After some theoretical preliminaries in section 2 the third section gives the unified convergence theory of DMM. In the next section these results are applied to special multiplier updates. In this way previous convergence results can be improved. The last section is devoted to conditions which ensure the q-superlinear convergence. The obtained results are strongly related to well known characterizations of \textit{P. T. Boggs}, \textit{J. W. Tolle} and \textit{P. Wang} [SIAM J. Control Optimization 20, 161-171 (1982; Zbl 0494.65036)] but the applied assumptions are less restrictive.

Keywords

quasi-Newton methods, sequential quadratic programming methods, Numerical mathematical programming methods, Nonlinear programming, convergence theory, superlinear convergence, constrained optimization methods, diagonalized multiplier method

  • BIP!
    Impact byBIP!
    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).
    45
    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.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Top 10%
Powered by OpenAIRE graph
Found an issue? Give us feedback
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!
45
Top 10%
Top 10%
Top 10%
bronze