A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints Optimization

DOI: 10.4236/ojop.2013.21005   PDF   HTML     3,452 Downloads   6,653 Views  

Abstract

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.

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C. Hu and Z. Zhu, "A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints Optimization," Open Journal of Optimization, Vol. 2 No. 1, 2013, pp. 33-37. doi: 10.4236/ojop.2013.21005.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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