Skip to Main content Skip to Navigation
Reports

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.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00074545
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 3:44:02 PM
Last modification on : Friday, May 25, 2018 - 12:02:05 PM
Long-term archiving on: : Tuesday, April 12, 2011 - 5:27:19 PM

Identifiers

  • HAL Id : inria-00074545, version 1

Collections

Citation

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⟩

Share

Metrics

Record views

248

Files downloads

164