On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
Author(s) -
Thomas F. Coleman,
Andrew R. Conn
Publication year - 1984
Publication title -
siam journal on numerical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.78
H-Index - 134
eISSN - 1095-7170
pISSN - 0036-1429
DOI - 10.1137/0721051
Subject(s) - hessian matrix , mathematics , broyden–fletcher–goldfarb–shanno algorithm , quasi newton method , sequence (biology) , convergence (economics) , newton's method , nonlinear programming , augmented lagrangian method , nonlinear system , rate of convergence , matrix (chemical analysis) , projection (relational algebra) , trust region , iterative method , positive definite matrix , mathematical optimization , algorithm , eigenvalues and eigenvectors , computer science , economic growth , quantum mechanics , economics , physics , channel (broadcasting) , materials science , asynchronous communication , computer security , computer network , composite material , biology , genetics , radius
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom