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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/7108
Title: On The Local Convergence of The Byrd-Schnabel Algorithm For Constrained Optimization
Authors: Coleman, Thomas F.
Liao, Ai-Ping
Keywords: computer science
technical report
Issue Date: Feb-1992
Publisher: Cornell University
Citation: http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR92-1268
Abstract: Most reduced Hessian methods for equality constrained problems use a basis for the null space of the matrix of constraint gradients and posess superlinearly convergent rates under the assumption of continuity of the basis. However, computing a continuously varying null space basis is not straightforward. Byrd and Schnabel [2] propose an alternative implementation that is independent of the choice of null space basis, thus obviating the need for a continuously varying null space basis. In this note we prove that the primary sequence of iterates generated by one version of their algorithm exhibits a local 2-step Q-superlinear convergence rate. We also establish that a sequence of "midpoints", in a closely related algorithm, is (1-step) Q-superlinearly convergent. Key words: constrained optimization, null space, superlinear convergence, reduced Hessian.
URI: http://hdl.handle.net/1813/7108
Appears in Collections:Computer Science Technical Reports

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