39 pages matching rate of convergence in this book
Results 1-3 of 39
What people are saying - Write a review
We haven't found any reviews in the usual places.
11 other sections not shown
accuracy active constraints algorithm applied Bibliography for Section bound Cholesky factorization columns computed condition error condition number conjugate-gradient method consider constrained problem corresponding defined deleted denote descent direction diagonal discussed in Section eigenvalues elements equality constraints equations evaluations exact example feasible point Figure finite-difference interval formula forward-difference function value given gradient hence Hessian matrix ill-conditioned inequality constraints iteration Lagrange multiplier estimates least-squares problem linear combination linear constraints linear programming linear search linearly independent minimize minimum Newton method non-singular non-zero nonlinear constraints nonlinearly constrained objective function optimization problem orthogonal penalty function penalty parameter perturbation positive definite positive-definite problem functions procedure projected Hessian properties quadratic function quadratic program quasi-Newton method range-space rate of convergence rows satisfy scalar scaling search direction second-order sequence solution solve step length strategy subspace sufficiently techniques termination criteria transformation unconstrained univariate update vector zero