AN EXAMPLE OF IRREGULAR CONVERGENCE IN SOME CONSTRAINED OPTIMIZATION METHODS THAT USE THE PROJECTED HESSIAN

被引：13

作者：

BYRD, RH

机构：

[1] Univ of Colorado at Boulder, Dep of, Computer Science, Boulder, CO, USA, Univ of Colorado at Boulder, Dep of Computer Science, Boulder, CO, USA

来源：

MATHEMATICAL PROGRAMMING | 1985年 / 32卷 / 02期

关键词：

MATHEMATICAL PROGRAMMING;

D O I：

10.1007/BF01586093

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Examples are given illustrating the behavior of the Coleman-Conn horizontal vertical method and of successive quadratic programming with a Hessian approximation exact on the tangent space of the constraints. One example shows that these methods in general are not one-step superlinearly convergent.

引用

页码：232 / 237

页数：6