• 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