On the Realization of the Wolfe Conditions in Reduced Quasi-Newton Methods for Equality Constrained Optimization

This paper describes a reduced quasi-Newton method for solving equality constrained optimization problems. A major difficulty encountered by this type of algorithm is the design of a consistent technique for maintaining the positive definiteness of the matrices approximating the reduced Hessian of t...

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Bibliographic Details
Published in:	SIAM journal on optimization Vol. 7; no. 3; pp. 780 - 813
Main Author:	Gilbert, Jean Charles
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.08.1997
Subjects:	Algorithms Approximation Computer Science Optimization Other Quadratic programming
ISSN:	1052-6234, 1095-7189
Online Access:	Get full text
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