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User's Guide for FSQP Version 2.0 A Fortran Code for Solving Optimization Problems, Possibly Minimax, with General Inequality Constraints and Linear Equality Constraints, Generating Feasible Iterates
FSQP 2.0 is a set of Fortran subroutines for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to nonlinear smooth inequality constraints, linear inequality and linear ...
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 ...