Partitioned quasi-Newton methods for nonlinear equality constrained optimization
Copyright policy )Partitioned quasi-Newton methods for nonlinear equality constrained optimization
New methods as described in the title are derived in this paper. The new updates maintain definiteness on the null space of the matrix of active gradients and satisfy a minimum change condition. Numerical details are discussed with resports of numerical experiments.
- Cornell University United States
- General Motors (United States) United States
minimum change condition, Numerical optimization and variational techniques, Numerical mathematical programming methods, equality constraints, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, Other numerical methods in calculus of variations, Numerical computation of solutions to systems of equations, quasi-Newton method, Quadratic programming, constrained optimization
minimum change condition, Numerical optimization and variational techniques, Numerical mathematical programming methods, equality constraints, Nonlinear programming, Computational methods for problems pertaining to operations research and mathematical programming, Other numerical methods in calculus of variations, Numerical computation of solutions to systems of equations, quasi-Newton method, Quadratic programming, constrained optimization
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