文章基本信息

标题：A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints Optimization
本地全文：下载
作者：Chunyan Hu ; Zhibin Zhu
期刊名称：Open Journal of Optimization
印刷版ISSN：2325-7105
电子版ISSN：2325-7091
出版年度：2013
卷号：2
期号：1
页码：33-37
DOI：10.4236/ojop.2013.21005
出版社：Scientific Research Publishing
摘要：In this paper, a variable metric algorithm is proposed with Broyden rank one modifications for the equality constrained optimization. This method is viewed expansion in constrained optimization as the quasi-Newton method to unconstrained optimization. The theoretical analysis shows that local convergence can be induced under some suitable conditions. In the end, it is established an equivalent condition of superlinear convergence.
关键词：Equality Constrained Optimization; Variable Metric Algorithm; Broyden Rank One Modification;Superlinear Convergence