| J. F. Bonnans, J. C. Gilbert, C. Lemar echal, and C. A. Sagastizbal. Numerical Optimization Theoretical and Practical Aspects. Springer, 2003. |
....d 0 for all nonzero d 2 N(A ) A stationary point x , with associated multiplier , is said to be regular if A is surjective and if any d 2 N(A ) such that L d 2 N(A ) vanishes. When the constraint Jacobian is surjective, a strong solution is an example of regular stationary point (see [4]) The standard version of the SQP algorithm for solving (1.1) is a Newton like method for nding a solution of (2.2) see for example [13, 2, 27, 25, 4] An iteration starting at (x; rst solves the following linear system for (d; M A(x) A(x) 0 = Gamma rf(x) c(x) ....
....any d 2 N(A ) such that L d 2 N(A ) vanishes. When the constraint Jacobian is surjective, a strong solution is an example of regular stationary point (see [4] The standard version of the SQP algorithm for solving (1.1) is a Newton like method for nding a solution of (2. 2) see for example [13, 2, 27, 25, 4]) An iteration starting at (x; rst solves the following linear system for (d; M A(x) A(x) 0 = Gamma rf(x) c(x) 2.3) where M is a symmetric matrix, which can be indenite. In Newton s method M is the Hessian of the Lagrangian L(x; and in quasi Newton methods M is ....
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J.F. Bonnans, J.Ch. Gilbert, C. Lemar#chal, C. Sagastiz#bal (2001). Numerical Optimization Theoretical and Practical Aspects. Springer Verlag, Berlin. (to appear).
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J. F. Bonnans, J. C. Gilbert, C. Lemar echal, and C. A. Sagastizbal. Numerical Optimization Theoretical and Practical Aspects. Springer, 2003.
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J. Frederic Bonnans, J. Charles Gilbert, Claude Lemarechal, and Claudia A. Sagastizabal. Numerical Optimization: Theoretical and Practical Aspects. Springer-Verlag, Berlin Heidelberg, 2003.
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J. Frederic Bonnans, J. Charles Gilbert, Claude Lemarechal, and Claudia A. Sagastizabal, Numerical Optimization: Theoretical and Practical Aspects, Springer-Verlag, Berlin Heidelberg, 2003.
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