A GENERAL CONVERGENCE THEORY FOR QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION

In this thesis we study the local convergence of quasi-Newton methods for nonlinear optimization problems with nonlinear equality constraints. A general theory for analyzing the local convergence of the sequence {x(,k)} generated by the diagonalized quasi-Newton method is developed. Conditions on th...

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Bibliographic Details
Main Author: FONTECILLA, RODRIGO
Format: Others
Language:English
Published: 2007
Subjects:
Online Access:http://hdl.handle.net/1911/15819

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