Titlebook: Algorithms for Continuous Optimization; The State of the Art Emilio Spedicato Book 1994 Kluwer Academic Publishers 1994 algorithms.differen

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Zur Vorgehensweise der Untersuchung,cribed. For structured problems the possibilities for updates that retain sparsity are described, including a recent proposal which maintains positive definite matrices and reduces to the BFGS update in the dense case. The alternative use of structure in partially separable optimization is also discussed

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https://doi.org/10.1007/978-3-642-91649-6se of continuously differentiable functions that possess exactness properties, it is possible to define implementable algorithms that are globally convergent with superlinear convergence rate towards KKT points of the constrained problem.

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An Overview of Unconstrained Optimization,cribed. For structured problems the possibilities for updates that retain sparsity are described, including a recent proposal which maintains positive definite matrices and reduces to the BFGS update in the dense case. The alternative use of structure in partially separable optimization is also discussed

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Exact Penalty Methods,se of continuously differentiable functions that possess exactness properties, it is possible to define implementable algorithms that are globally convergent with superlinear convergence rate towards KKT points of the constrained problem.

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