ISSN:
1573-2878
Keywords:
Two-sided projected Hessians
;
trust regions
;
differentiable penalty functions
;
global convergence
;
two-step Q-superlinear rate
;
constrained optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In Ref. 1, Nocedal and Overton proposed a two-sided projected Hessian updating technique for equality constrained optimization problems. Although local two-step Q-superlinear rate was proved, its global convergence is not assured. In this paper, we suggest a trust-region-type, two-sided, projected quasi-Newton method, which preserves the local two-step superlinear convergence of the original algorithm and also ensures global convergence. The subproblem that we propose is as simple as the one often used when solving unconstrained optimization problems by trust-region strategies and therefore is easy to implement.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00940481
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