Partitioned Quasi-Newton Methods for Nonlinear Equality Constrained Optimization
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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.
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1988-08
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Cornell University
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computer science; technical report
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http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR88-931
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technical report