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  5. Partitioned Quasi-Newton Methods for Nonlinear Equality Constrained Optimization

Partitioned Quasi-Newton Methods for Nonlinear Equality Constrained Optimization

File(s)
88-931.pdf (2.93 MB)
88-931.ps (851.88 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6771
Collections
Computer Science Technical Reports
Author
Coleman, Thomas F.
Fenyes, Peter
Abstract

We derive new quasi-Newton updates for the (nonlinear) equality constrained minimization problem. The new updates satisfy a quasi-Newton equation, maintain positive definiteness on the null space of the active constraint matrix and satisfy a minimum change condition. The application of the updates is not restricted to a small neighbourhood of the solution. In addition to derivation and motivational remarks, we discuss various numerical subtleties and provide results of numerical experiments.

Date Issued
1988-08
Publisher
Cornell University
Keywords
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR88-931
Type
technical report

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