Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization (Classic Reprint) - Rilegato

Nocedal, Jorge

9780267958962: Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization (Classic Reprint)

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ISBN 10: 026795896X ISBN 13: 9780267958962

Casa editrice: Forgotten Books, 2019

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Excerpt from Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization

Hessian, a symmetric matrix of order n - m.which can be expected to be_3_ positive definite near a solution This idea was suggested by Murray and Wright (1978) and has also been discussed by several other authors. We present several variants of this algorithm and prove that under certain conditions they all have a local two-step O - superlinear convergence property. Finally, in Section 5 we present some numerical results which indicate that these methods may be very useful in practice.

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