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Mathematics of Computation

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On the characterization of $q$-superlinear convergence of quasi-Newton methods for constrained optimization

Authors: J. Stoer and R. A. Tapia
Journal: Math. Comp. 49 (1987), 581-584
MSC: Primary 65K05; Secondary 49D15, 90C30
MathSciNet review: 906190
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Abstract: In this paper we present a short, straightforward and self-contained derivation of the Boggs-Tolle-Wang characterization of those quasi-Newton methods for equality-constrained optimization which produce iterates which are q-superlinearly convergent.

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Keywords: Quasi-Newton, nonlinear programming, superlinear convergence
Article copyright: © Copyright 1987 American Mathematical Society