Quasi-Newton Methods for Solving Nonlinear Programming Problems

Computer Science Journal of Moldova

V.Moraru¹ 

[1] Dept. of Computing Mathematics and Programming, Technical University of Moldova, Bd. Stefan cel Mare, 168, Kishinev, 277012, Moldova;

关键词: Quasi-Newton methods;    Constrained Optimization;    Superlinear convergence;   

DOI  :  

来源: DOAJ

【 摘 要 】

In the present paper the problem of constrained equality optimization is reduced to sequential solving a series of problems of quadratic programming. The Hessian of the Lagrangian is approximated by a sequence of symmetric positive definite matrices. The matrix approximation is updated at every iteration by a Gram- Schmidt modified algorithm. We establish that methods is locally convergent and the sequence {xk}converges to the solution a two-step superlinear rate.

【 授权许可】

Unknown