caa a22 4500 475750683 CHVBK 20180406123522.0 cr unu---uuuuu 170329e20000201xx s 000 0 eng 10.1023/A:1008730909894 doi (NATIONALLICENCE)springer-10.1023/A:1008730909894 A Quasi-Newton Quadratic Penalty Method for Minimization Subject to Nonlinear Equality Constraints [Elektronische Daten] [Thomas Coleman, Jianguo Liu, Wei Yuan] We present a modified quadratic penalty function method for equality constrained optimization problems. The pivotal feature of our algorithm is that at every iterate we invoke a special change of variables to improve the ability of the algorithm to follow the constraint level sets. This change of variables gives rise to a suitable block diagonal approximation to the Hessian which is then used to construct a quasi-Newton method. We show that the complete algorithm is globally convergent. Preliminary computational results are reported. Kluwer Academic Publishers, 2000 nonlinearly constrained optimization nationallicence equality constraints nationallicence quasi-Newton methods nationallicence BFGS nationallicence quadratic penalty function nationallicence reduced Hessian approximation nationallicence Coleman Thomas Computer Science Department and Cornell Theory Center, Cornell University, 14850, Ithaca, NY, USA aut Liu Jianguo Department of Mathematics, University of North Texas, 76203, Denton, TX, USA aut Yuan Wei Center for Applied Mathematics, Cornell University, 14853, Ithaca, NY, USA aut Computational Optimization and Applications Kluwer Academic Publishers 15/2(2000-02-01), 103-123 0926-6003 15:2<103 2000 15 10589 https://doi.org/10.1023/A:1008730909894 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008730909894 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Coleman Thomas Computer Science Department and Cornell Theory Center, Cornell University, 14850, Ithaca, NY, USA aut NATIONALLICENCE 700 1- Liu Jianguo Department of Mathematics, University of North Texas, 76203, Denton, TX, USA aut NATIONALLICENCE 700 1- Yuan Wei Center for Applied Mathematics, Cornell University, 14853, Ithaca, NY, USA aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 15/2(2000-02-01), 103-123 0926-6003 15:2<103 2000 15 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer