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  • 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
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