Square-root variable-metric methods for minimization

Author(s):  
D. HULL ◽  
B. TAPLEY
1969 ◽  
Vol 12 (2) ◽  
pp. 171-178 ◽  
Author(s):  
J. D. Pearson

1976 ◽  
Vol 98 (3) ◽  
pp. 816-819
Author(s):  
K. T. A. Ho ◽  
M. A. Townsend

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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