On the realization of the wolfe conditions in reduced quasi-Newton methods for equality constrained optimization

Jean Charles Gilbert 1
1 PROMATH - Mathematical Programming
Inria Paris-Rocquencourt
Abstract : We propose a piecewise line-search technique for reduced quasi-Newton methods, which are designed for minimizing functions when nonlinear equality constraints are present. The search aims at realized Wolfe conditions. These conditions are suitable for the methods considered because thay allow the algorithm to maintain naturally the positive definiteness of the matrices approximating the reduced Hessian of the Lagrangian.
Type de document :
Rapport
[Research Report] RR-2127, INRIA. 1993
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Soumis le : mercredi 24 mai 2006 - 15:44:02
Dernière modification le : vendredi 25 mai 2018 - 12:02:05
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Jean Charles Gilbert. On the realization of the wolfe conditions in reduced quasi-Newton methods for equality constrained optimization. [Research Report] RR-2127, INRIA. 1993. 〈inria-00074545〉

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