Now showing items 1-2 of 2
On Feasibility, Descent and Superlinear Convergence in Inequality Constrained Optimization.
Extension of quasi-Newton techniques from unconstrained to constrained optimization via Sequential Quadratic Programming (SQP) presents several difficulties. Among these are the possible inconsistency, away from the solution, ...
Avoiding the Maratos Effect by Means of a Nonrnonotone Line Search: I. General Constrained Problems.
An essential condition for quasi-Newton optimization methods to converge superlinearly is that a full step of one be taken close to the solution. It is well known that, when dealing with constrained optimization problems, ...