| Article ID: | iaor1993374 |
| Country: | Netherlands |
| Volume: | 53 |
| Issue: | 1 |
| Start Page Number: | 17 |
| End Page Number: | 44 |
| Publication Date: | Jan 1992 |
| Journal: | Mathematical Programming (Series A) |
| Authors: | Coleman Thomas F., Fenyes Peter A. |
The authors derive new quasi-Newton updates for the (nonlinear) equality constrained minimization problem. The new updates satisfy a quasi-Newton equation, maintain positive definiteness on the null space of the active constraint matrix, and satisfy a minimum change condition. The application of the updates is not restricted to a small neighbourhood of the solution. In addition to derivation and motivational remarks, the authors discuss various numerical subtleties and provide results of numerical experiments.