SOME IMPROVED PROJECTED QUASI-NEWTON ALGORITHMS AND THEIR CONVERGENCE Ⅱ.LOCAL CONVERGENCE RATE AND NUMERICAL TESTS

(整期优先)网络出版时间:1989-01-11
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Fortheimprovedtwo-sidedprojectedquasi-Newtonalgorithms,whichwerepresentedinPartI,weproveinthispaperthattheyarelocallyone-steportwo-stepsuperlinearlyconvergent.Numericaltestsarereportedthereafter.ResultsbysolvingasetoftypicalproblemsselectedfromliteraturehavedemonstratedtheextremeimportanceofthesemodificationsinmakingNocedal&Overton’soriginalmethonpractical.Furthermore,theseresultsshowthattheimprovedalgoritnmsareverycompetitiveincomparisonwithsomehighlypraisedsequentialquadraticprogrammingmethods.