| 来源类型 | Article
|
| 规范类型 | 其他
|
| DOI | 10.1080/02331938908843462
|
| On the local and global convergence of a reduced Quasi-Newton method1. |
| Gilbert J-C
|
| 发表日期 | 1989
|
| 出处 | Optimization 20 (4): 421-450
|
| 出版年 | 1989
|
| 语种 | 英语
|
| 摘要 | In optimization in Rn with m nonlinear equality constraints, we study the local convergence of reduced quasi-Newton methods, in which the updated matrix is of order n−m Furthermore, we give necessary and sufficient conditions for superlinear convergence (in one step) and we introduce a device to globalize the local algorithm, It consists in determining a step along an arc in order to decrease an exact penalty function and we give conditions so that asymptotically the step-size will be equal to one. |
| 主题 | System and Decision Sciences - Core (SDS)
|
| 关键词 | constrained optimization, successive quadratic programming, reduced quasi-newton method, superlinear convergence, exact penalty function, are search, step-size selection procedure, global convergence,
|
| URL | http://pure.iiasa.ac.at/id/eprint/12800/
|
| 来源智库 | International Institute for Applied Systems Analysis (Austria)
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| 引用统计 |
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127063
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推荐引用方式
GB/T 7714 |
Gilbert J-C. On the local and global convergence of a reduced Quasi-Newton method1.. 1989.
|
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