TITLE:
A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints Optimization
AUTHORS:
Chunyan Hu, Zhibin Zhu
KEYWORDS:
Equality Constrained Optimization; Variable Metric Algorithm; Broyden Rank One Modification;Superlinear Convergence
JOURNAL NAME:
Open Journal of Optimization,
Vol.2 No.1,
March
29,
2013
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.