A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints Optimization

• 作者: Chunyan Hu Zhibin Zhu
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: EQUALITY Constrained OPTIMIZATION Variable Metric Algorithm BROYDEN RANK ONE Modification SUPERLINEAR Convergence
• 年，卷（期）: 2013,（1）
• 页码范围: 33-37
• 页数: 5页
• 分类号: O1

摘要

In this paper, a variable metric algorithm is proposed with Broyden rank one modifications for the equality constrained optimization. This method is viewed expansion in constrained optimization as the quasi-Newton method to unconstrained optimization. The theoretical analysis shows that local convergence can be induced under some suitable conditions. In the end, it is established an equivalent condition of superlinear convergence.