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
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;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269316