Convergence Rates for the Pair When the Variable Converges q-superlinearly in SQP Methods

CCUR > College of Natural Science and Engineering > College of Science > Department of Applied Mathematics > journal articles > Item 987654321/32512

Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/32512

Title:	Convergence Rates for the Pair When the Variable Converges q-superlinearly in SQP Methods 在連續二次規劃中當變數x為q超線性收斂時,(X,λ)的收斂速率
Authors:	江哲賢
Contributors:	應數系
Keywords:	Secant Quasi-newton SQP method Superlinear convergence
Date:	1994-06
Issue Date:	2016-04-07 13:25:51 (UTC+8)
Abstract:	本文討論在連續二次規劃中，如果變數x為q超線性收斂時，數組(x，λ) 之收斂速率。我們證明(x，λ)之收斂速率至少為兩步q超線性，如果再加上其他條件，則會使x和 (X，λ)之收斂俱為q超線性。而常用的Broyden,PSB，DFP和BFGS 割線方法俱滿足此條件。 This article discusses the convergence rate for the pair (x, λ ) when the variablex converges q-superlinearly in SQP methods for equality constrained optimization.Weshow that the convergence rate for the pair will be at least two-step q- superlinear whenx converges q-superlinearly. If farther condition is satisfied,the convergence rate for thepair will be q-superlinear.AII the well-known SQP Broyden,PSB,DFP and BFGSsecant methods satisfy this condition.
Relation:	華岡理科學報 11 民83.06 頁57-69
Appears in Collections:	[Department of Applied Mathematics] journal articles

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	354	View/Open

View Licence