@article{M2AN_1988__22_2_251_0,
author = {Gilbert, Jean Charles},
title = {Mise \`a jour de la m\'etrique dans les m\'ethodes de {quasi-Newton} r\'eduites en optimisation avec contraintes d'\'egalit\'e},
journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique},
pages = {251--288},
year = {1988},
publisher = {AFCET - Gauthier-Villars},
address = {Paris},
volume = {22},
number = {2},
mrnumber = {945125},
zbl = {0657.65087},
language = {fr},
url = {https://www.numdam.org/item/M2AN_1988__22_2_251_0/}
}
TY - JOUR AU - Gilbert, Jean Charles TI - Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité JO - ESAIM: Modélisation mathématique et analyse numérique PY - 1988 SP - 251 EP - 288 VL - 22 IS - 2 PB - AFCET - Gauthier-Villars PP - Paris UR - https://www.numdam.org/item/M2AN_1988__22_2_251_0/ LA - fr ID - M2AN_1988__22_2_251_0 ER -
%0 Journal Article %A Gilbert, Jean Charles %T Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité %J ESAIM: Modélisation mathématique et analyse numérique %D 1988 %P 251-288 %V 22 %N 2 %I AFCET - Gauthier-Villars %C Paris %U https://www.numdam.org/item/M2AN_1988__22_2_251_0/ %G fr %F M2AN_1988__22_2_251_0
Gilbert, Jean Charles. Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité. ESAIM: Modélisation mathématique et analyse numérique, Tome 22 (1988) no. 2, pp. 251-288. https://www.numdam.org/item/M2AN_1988__22_2_251_0/
(1966. Minimization of functions having Lipschitz continuous first partial derivatives. Pacific Journal of Mathematics 16/1,1-3. | Zbl | MR
, , (1985). Parametric identification of the plasma current density from the magnetic measurements and the pressure profile, code IDENTC Report of JET contract number JT3/9008.
, (1984. Une éxtension de la programmation quadratique successive. Lecture Notes in Control and Information Sciences 63, 16-31. A. Bensoussan, J. L Lions (eds). Springer-Verlag. | Zbl | MR
(1969). A new double-rank minimization algorithm. Notices of the American Mathematical Society 16, 670.
, , (1973). On the local and superlinear convergence of quasi-Newton methods. Journal of the Institute of Mathematics and its Applications 12, 223-245 | Zbl | MR
(1985). An example of irregular convergence in some constrained optimization methods that use the projected hessian. Mathematical Programming 32, 232-237. | Zbl | MR
, (1986). Continuity of the null space basis and constrained optimization. Mathematical Programming 35, 32-41. | Zbl | MR
, (1982 a). Nonlinear programming via an exact penalty function: asymptotic analysis. Mathematical Programming 24, 123-136. | Zbl | MR
, (1982 b). Nonlinear programming via an exact penalty function: global analysis. Mathematical Programming 24, 137-161. | Zbl | MR
, (1984. On the local convergence of a quasi-Newton method for the nonlinear programming problem. SIAM Journal on Numerical Analysis 21/4, 755-769. | Zbl | MR
, (1974) A characterization of superlinear convergence and its application to quasi-Newton methods Mathematics of Computation 28/126, 549-560. | Zbl | MR
, (1977). Quasi-Newton methods, motivation and theory. SIAM Review 19, 46-89. | Zbl | MR
(1970). A new approach to variable metric algorithms. Journal 13/3, 317-322. | Zbl
(1981). Practical Methods of Optimization Vol. 2 : Constrained Optimization. John Wiley & Sons. | Zbl | MR
(1982a). Minimizing a differentiable function over a differential manifold. Journal of Optimization Theory and Applications 37/2, 177-219. | Zbl | MR
(1982b). Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization. Mathematical Programming Study 16,18-44. | Zbl | MR
, (1983). The convergence of variable metric matrices in unconstrained optimization Mathematical Programming 27, 123-143. | Zbl | MR
(1986a). Une méthode à métrique variable réduite en optimisation avec contraintes d'égalité non linéaires Rapport de recherche de l'INRIA RR-482, 78153 Le Chesnay Cedex, France.
(1986b). On the local and global convergence of a reduced quasi-Newton method Rapport de recherche de l'INRIA RR-565, 78153 Le Chesnay Cedex, France (version révisée dans IIASA Workmg Paper WP-87-113). | Zbl
(1986b). Une méthode de quasi-Newton réduite en optimisation sous contraintes avec priorité à la restauration. Lecture Notes in Control and Information Sciences 83, 40-53. A. Bensoussan, J. L. Lions (eds), Sprmger-Verlag. | Zbl | MR
(-) (en préparation).
(1970). A family of variable metric methods derived by variational means. Mathematics of Computation 24, 23-26. | Zbl | MR
(1976). Superlinearly convergent variable metric algorithms for general nonlinear programming problems. Mathematical Programming 11, 263-282. | Zbl | MR
(1977). A globally convergent method for nonlinear programming. Journal of Optimization Theory and Applications 22/3, 297-309. | Zbl | MR
, (1982). A superlinearly convergent algorithm for constrained optimization problems. Mathematical Programming Study 16, 45-61. | Zbl | MR
, (1978). On the use of approximations in algorithms for optimization problems with equality and inequality constraints. SIAM Journal on Numerical Analysis 15/4, 674-693. | Zbl | MR
, (1985). Projected Hessian updating algorithms for nonlinearly constrained optimization. SIAM Journal on Numerical Analysis 22/5, 821-850. | Zbl | MR
(1971). On the convergence of the variable metric algorithm. Journal of the Institute of Mathematics and its Applications 7, 21-36. | Zbl | MR
(1976). Some global convergence properties of a variable metric algorithm for minimization without exact line searches. Nonlinear Programming, SIAM-AMS Proceedings, Vol. 9, American Mathematical Society, Providence, R.I. | Zbl | MR
(1978). The convergence of variable metric methods for nonlinearly constrained optimization calculations. Nonlinear Programming 3, 27-63. O. L. Mangasarian, R. R. Meyer, S. M. Robinson (eds), Academic Press, New York. | Zbl | MR
(1970). Conditioning of quasi-Newton methods for function minimization. Mathematics of Computation 24, 647-656. | Zbl | MR
(1963). A simplicial algorithm for concave programming. Ph. D. Thesis. Graduate School of Business Administration, Havard Univ., Cambridge, MA.
(1985). An only 2-step Q-superlinear convergence example for some algonthms that use reduced Hessian approximations Mathematical Programming 32, 224-231. | Zbl | MR





