| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1007/BF01594922 |
| Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization. | |
| Gilbert JC | |
| 发表日期 | 1991 |
| 出处 | Mathematical Programming 50 (1-3): 1-28 |
| 出版年 | 1991 |
| 语种 | 英语 |
| 摘要 | We propose an algorithm for minimizing a functionf on ℝn in the presence ofm equality constraintsc that locally is a reduced secant method. The local method is globalized using a nondifferentiable augmented Lagrangian whose decrease is obtained by both a longitudinal search that decreases mainlyf and a transversal search that decreases mainly ∥c∥. Our main objective is to show that the longitudinal path can be designed to maintain the positive definiteness of the reduced matrices by means of the positivity ofγkTδk, whereγk is the change in the reduced gradient and δk is the reduced longitudinal displacement. |
| 主题 | Methodology of Decision Analysis (MDA) |
| 关键词 | Augmented Lagrangian constrained optimization exact penalty function global convergence optimization algorithm reduced secant method superlinear convergence Wolfe's step-size selection |
| URL | http://pure.iiasa.ac.at/id/eprint/14158/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127131 |
| 推荐引用方式 GB/T 7714 | Gilbert JC. Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization.. 1991. |
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