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A modified BFGS method and its superlinear convergence in nonconvex minimization with

โœ Scribed by Qiang Guo; Jian-Guo Liu; Dan-Hong Wang


Book ID
107619766
Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
289 KB
Volume
28
Category
Article
ISSN
1598-5865

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A modified SQP method with nonmonotone t
โœ Ke Su; Zhensheng Yu ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 460 KB

In this paper, we propose a modified SQP method, which uses neither a penalty function nor a filter, for the nonlinear programming problems. The proposed mechanism for accepting the trial step is carried out by a nonmonotone technique. Under some conditions, we establish the global convergence of th