A Variable Metric Algorithm with Broyden Rank One Modifications for Nonlinear Equality Constraints Optimization

Chunyan Hu, Zhibin Zhu

School of Electronic Engineering and Automation, Guilin University of Electronic Technology, Guilin, China.
School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, China.

DOI: 10.4236/ojop.2013.21005                

Abstract

In this paper, a variable metric algorithm is proposed with Broyden rank one modifications for the equality constrained optimization. This method is viewed expansion in constrained optimization as the quasi-Newton method to unconstrained optimization. The theoretical analysis shows that local convergence can be induced under some suitable conditions. In the end, it is established an equivalent condition of superlinear convergence.

Keywords

Equality Constrained Optimization; Variable Metric Algorithm; Broyden Rank One Modification;Superlinear Convergence

Conflicts of Interest

The authors declare no conflicts of interest.

References

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