Görüntüleme
10
In the present paper the problem of constrained equality optimization is reduced to sequential solving a series of problems of quadratic programming. The Hessian of the Lagrangian is approximated by a sequence of symmetric positive definite matrices. The matrix approximation is updated at every iteration by a Gram- Schmidt modified algorithm. We establish that methods is locally convergent and the sequence {xk}converges to the solution a two-step superlinear rate.
Alan : Fen Bilimleri ve Matematik
Dergi Türü : Uluslararası
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