caa a22 4500 475750403 CHVBK 20180406123522.0 cr unu---uuuuu 170329e20000701xx s 000 0 eng 10.1023/A:1008701324575 doi (NATIONALLICENCE)springer-10.1023/A:1008701324575 A Piecewise Line-Search Technique for Maintaining the Positive Definitenes of the Matrices in the SQP Method [Elektronische Daten] [Paul Armand, J. Gilbert] A technique for maintaining the positive definiteness of the matrices in the quasi-Newton version of the SQP algorithm is proposed. In our algorithm, matrices approximating the Hessian of the augmented Lagrangian are updated. The positive definiteness of these matrices in the space tangent to the constraint manifold is ensured by a so-called piecewise line-search technique, while their positive definiteness in a complementary subspace is obtained by setting the augmentation parameter. In our experiment, the combination of these two ideas leads to a new algorithm that turns out to be more robust and often improves the results obtained with other approaches. Kluwer Academic Publishers, 2000 BFGS formula nationallicence equality constrained optimization nationallicence piecewise line-search nationallicence quasi-Newton algorithm nationallicence successive quadratic programming nationallicence Armand Paul Département de Mathématiques -, LACO ESA CNRS 6090 -, 123, av. A. Thomas -, 87060, Limoges Cedex, France aut Gilbert J. INRIA Rocquencourt, BP 105, 78153, Le Chesnay Cedex, France aut Computational Optimization and Applications Kluwer Academic Publishers 16/2(2000-07-01), 121-158 0926-6003 16:2<121 2000 16 10589 https://doi.org/10.1023/A:1008701324575 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008701324575 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Armand Paul Département de Mathématiques -, LACO ESA CNRS 6090 -, 123, av. A. Thomas -, 87060, Limoges Cedex, France aut NATIONALLICENCE 700 1- Gilbert J. INRIA Rocquencourt, BP 105, 78153, Le Chesnay Cedex, France aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 16/2(2000-07-01), 121-158 0926-6003 16:2<121 2000 16 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer