A Note on the Positive Definiteness of BFGS Update in Constrained Optimization

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dc.contributor.authorZhou, J.en_US
dc.contributor.authorTits, A.L.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:46:32Z
dc.date.available2007-05-23T09:46:32Z
dc.date.issued1990en_US
dc.description.abstractThis 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 briefly addressed. Some new strategies are proposed. Convergence analysis and numerical examples are not included.en_US
dc.format.extent593955 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5023
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1990-75en_US
dc.subjectcomputer aided designen_US
dc.subjectconstrained optimizationen_US
dc.subjectpositive definitenessen_US
dc.subjectBFGS updateen_US
dc.subjectglobalen_US
dc.subjectlocal convergenceen_US
dc.subjectIntelligent Servomechanismsen_US
dc.titleA Note on the Positive Definiteness of BFGS Update in Constrained Optimizationen_US
dc.typeTechnical Reporten_US

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