DocumentCode
3041211
Title
The characterization of Q-superlinear convergence of methods for constrained optimization
Author
Boggs, P.T. ; Tolle, J.W. ; Pyng Wang
Author_Institution
US Army Research Office, North Corolina
fYear
1981
fDate
16-18 Dec. 1981
Firstpage
758
Lastpage
761
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 Lagangian function is approximated. For convex programs the Q-superlinear convergence is obtained.
Keywords
Constraint optimization; Constraint theory; Convergence; Equations; Laboratories;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1981.269316
Filename
4047041
Link To Document