ON THE LOCAL CONVERGENCE OF A QUASI-NEWTON METHOD FOR THE NONLINEAR-PROGRAMMING PROBLEM

被引：68

作者：

COLEMAN, TF ^{[1
]}

CONN, AR ^{[1
]}

机构：

[1] UNIV WATERLOO,DEPT COMP SCI,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1984年 / 21卷 / 04期

关键词：

D O I：

10.1137/0721051

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：755 / 769

页数：15

共 15 条

[1]

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[2] NON-LINEAR PROGRAMMING VIA AN EXACT PENALTY-FUNCTION - ASYMPTOTIC ANALYSIS [J].

COLEMAN, TF ;

CONN, AR .

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[3] NON-LINEAR PROGRAMMING VIA AN EXACT PENALTY-FUNCTION - GLOBAL ANALYSIS [J].

COLEMAN, TF ;

CONN, AR .

MATHEMATICAL PROGRAMMING, 1982, 24 (02) :137-161

[4]

COLEMAN TF, 1982, TR82510 CORN U COMP

[5] INEXACT NEWTON METHODS [J].

DEMBO, RS ;

EISENSTAT, SC ;

STEIHAUG, T .

SIAM JOURNAL ON NUMERICAL ANALYSIS, 1982, 19 (02) :400-408

[6]

DENNIS JE, 1974, MATH COMPUT, V28, P549, DOI 10.1090/S0025-5718-1974-0343581-1

[7]

Gill P. E., 1974, NUMERICAL METHODS CO

[8] PROPERTIES OF UPDATING METHODS FOR THE MULTIPLIERS IN AUGMENTED LAGRANGIANS [J].

GLAD, ST .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1979, 28 (02) :135-156

[9] SUPERLINEARLY CONVERGENT VARIABLE METRIC ALGORITHMS FOR GENERAL NONLINEAR-PROGRAMMING PROBLEMS [J].

HAN, SP .

MATHEMATICAL PROGRAMMING, 1976, 11 (03) :263-282

[10] DUAL VARIABLE METRIC ALGORITHMS FOR CONSTRAINED OPTIMIZATION [J].

HAN, SP .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (04) :546-565

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