On the characterization of superlinear convergence of quasiNewton methods for constrained optimization
Authors:
J. Stoer and R. A. Tapia
Journal:
Math. Comp. 49 (1987), 581584
MSC:
Primary 65K05; Secondary 49D15, 90C30
MathSciNet review:
906190
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Abstract: In this paper we present a short, straightforward and selfcontained derivation of the BoggsTolleWang characterization of those quasiNewton methods for equalityconstrained optimization which produce iterates which are qsuperlinearly convergent.
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 R. Fontecilla, T. Steihaug & R. A. Tapia, A Convergence Theory for a Class of QuasiNewton Methods for Constrained Optimization, Report 8315, Department of Mathematical Sciences, Rice University, Houston, Texas, 1983. To appear in SIAM J. Numer. Anal. MR 909070 (89b:65155)
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 R. A. Tapia, "Diagonalized multiplier methods and quasiNewton methods for constrained optimization," J. Optim. Theory Appl., v. 22, 1977, pp. 135194. MR 0459641 (56:17833)
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 R. A. Tapia, "QuasiNewton methods for equality constrained optimization: Equivalence of existing methods and a new implementation", in Nonlinear Programming 3 (O. Mangasarian, R. Meyer and S. Robinson, eds.), Academic Press, New York, 1978, pp. 125163. MR 507861 (80a:90128)
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718198709061908
PII:
S 00255718(1987)09061908
Keywords:
QuasiNewton,
nonlinear programming,
superlinear convergence
Article copyright:
© Copyright 1987
American Mathematical Society
