Global and superlinear convergence of a class of variable metric methods

1981 ◽  
pp. 178-205 ◽  
Author(s):  
Klaus Ritter
Keyword(s):  
Superlinear Convergence ◽  
Variable Metric Methods ◽  
Variable Metric ◽  
Global And Superlinear Convergence

scholarly journals Variable metric methods of minimisation

1969 ◽  
Vol 12 (2) ◽  
pp. 171-178 ◽  
Author(s):  
J. D. Pearson
Keyword(s):  
Variable Metric Methods ◽  
Variable Metric

A Generalized Return Vector for Projection Methods in Optimization With Nonlinear Constraints

1976 ◽  
Vol 98 (3) ◽  
pp. 816-819
Author(s):  
K. T. A. Ho ◽  
M. A. Townsend
Keyword(s):  
Objective Function ◽  
Nonlinear Optimization ◽  
Projection Methods ◽  
Feasible Region ◽  
Nonlinear Constraints ◽  
Variable Metric Methods ◽  
Variable Metric ◽  
Numerical Example ◽  
Constrained Nonlinear Optimization

Variable metric methods can be adapted to constrained nonlinear optimization by incorporating projection methods and a return vector when the indicated next step leaves the feasible region. A generalized return vector is developed here which yields a superior return to the feasible region in terms of the metric associated with the objective function. It is shown that a better point results and faster convergence is expected. A numerical example is given.

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