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Journal Articles SIAM Journal on Optimization Year : 1997

On the realization of the Wolfe conditions in reduced quasi-Newton methods for equality constrained optimization

Jean Charles Gilbert

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.

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Other [cs.OH]
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inria-00074545 , version 1 (24-05-2006)

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Jean Charles Gilbert. On the realization of the Wolfe conditions in reduced quasi-Newton methods for equality constrained optimization. SIAM Journal on Optimization, 1997, 7 (3), pp.780-813. ⟨10.1137/S1052623493259604⟩. ⟨inria-00074545⟩
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