Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization

We consider the problem of minimizing a smooth function of n variables subject to m smooth equality constraints. We begin by describing various approaches to Newton's method for this problem, with emphasis on the recent work of Goodman. This leads to the proposal of a Broyden-type method which...

Full description

Saved in:

Bibliographic Details
Published in:	SIAM journal on numerical analysis Vol. 22; no. 5; pp. 821 - 850
Main Authors:	Nocedal, Jorge, Overton, Michael L.
Format:	Journal Article
Language:	English
Published:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.10.1985
Subjects:	Algorithms Approximation Constrained optimization Exact sciences and technology Factorization Hessian matrices Jacobians Lagrangian function Least squares Mathematics Methods Newtons method Numerical analysis Numerical analysis in abstract spaces Numerical analysis. Scientific computation Optimization Sciences and techniques of general use Optimization Numerical analysis
ISSN:	0036-1429, 1095-7170
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!