Quasi-Newton updates with bounds

This paper considers local convergence properties of inexact partitioned quasi-Newton algorithms for the solution of certain non-linear equations and, in particular, the optimization of partially separable objective functions. Using the bounded ...

In this paper, we study and prove the non-asymptotic superlinear convergence rate of the Broyden class of quasi-Newton algorithms which includes the Davidon–Fletcher–Powell (DFP) method and the Broyden–Fletcher–Goldfarb–Shanno (BFGS) method. The ...${\mathrm{}}^{\mathrm{}}$

For solving nonlinear programming problems we iteratively minimize the penalty Lagrangian developed by Hestenes, Powell, and Rockafellar with the multipliers estimated by solving nonnegatively constrained quadratic programming subproblems and a penalty ...