Partitioned Quasi-Newton Methods for Nonlinear Equality Constrained Optimization
Coleman, Thomas F.; Fenyes, Peter
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.
computer science; technical report
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