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A Note on the Positive Definiteness of BFGS Update in Constrained Optimization
This note reviews a few existing methods to maintain the positive definiteness of BFGS in constrained optimization, and their impacts on both global and local convergence. The boundedness of the matrix from above is also ...
Nonlinear Equality Constraints in Feasible Sequential Quadratic Programming
A simple scheme is proposed for handling nonlinear equality constraints in the context of a previously introduced sequential quadratic programming (SQP) algorithm for inequality constrained problems, generating iterates ...