A Quasi-Newton L2-Penalty Method for Minimization Subject to Nonlinear Constraints
| dc.contributor.author | Coleman, Thomas F. | en_US |
| dc.contributor.author | Yuan, Wei | en_US |
| dc.date.accessioned | 2007-04-04T16:07:44Z | |
| dc.date.available | 2007-04-04T16:07:44Z | |
| dc.date.issued | 1995-02 | en_US |
| dc.description.abstract | We present a modified L2 penalty function method for equality constrained optimization problems. The pivotal feature of our algorithm is that at every iterate we invoke a special change of variables to improve the ability of the algorithm to follow the constraint level sets. This change of variables gives rise to a suitable block diagonal approximation to the Hessian which is then used to construct a quasi-Newton method. We show that the complete algorithm is globally convergent with a local Q-superlinearly convergence rate. Preliminary results are given for a few problems. | en_US |
| dc.format.extent | 340118 bytes | |
| dc.format.extent | 471996 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/95-206 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/5544 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | theory center | en_US |
| dc.title | A Quasi-Newton L2-Penalty Method for Minimization Subject to Nonlinear Constraints | en_US |
| dc.type | technical report | en_US |