On the Local Convergence of Quasi-Newton Methods for Constrained Optimization

Abstract

We consider the application of a general class of quasi-Newton methods to the solution of the classical equality constrained nonlinear optimization problem. Specifically, we develop necessary and sufficient conditions for the Q-superlinear convergence of such methods and present a companion linear convergence theorem. The essential conditions relate to the manner in which the Hessian of the Lagrangian function is approximated.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1982
Accession Number
ADA117576

Entities

People

  • Jon W. Tolle
  • Paul T. Boggs
  • Pyng Wang

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Convergence
  • Equations
  • Inequalities
  • Lagrangian Functions
  • Mathematics
  • Military Research
  • New Jersey
  • North Carolina
  • Notation
  • Operations Research
  • Optimization
  • Sequences
  • Systems Analysis
  • Universities

Fields of Study

  • Mathematics

Readers

  • Operations Research