Structured secant updates for nonlinear constrained optimization
Two new updates are presented, the UHU update and a modified Gurwitz update, for approximating the Hessian of the Lagrangian in nonlinear constrained optimization problems. Under the standard assumptions, the new UHU algorithm is shown to converge locally at a two-step q-superlinear rate. With the a...
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| Format: | Others |
| Language: | English |
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2009
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| Online Access: | http://hdl.handle.net/1911/16470 |