Unfortunately, optimization techniques that do not use some kind of Hessian approximation usually require many more iterations than techniques that do use a Hessian matrix, and as a result the total ...

The NLPQN subroutine uses (dual) quasi-Newton optimization techniques, and it is one of the two subroutines available that can solve problems with nonlinear constraints. These techniques work well for ...

Conjugate Gradient Method: An iterative algorithm for solving unconstrained optimisation problems by generating search directions that are conjugate relative to the Hessian, thereby enhancing ...

A second order correction step that brings the iterates closer to the feasible set is described. If sufficiently precise Hessian information is used, this correction step allows us to prove that the ...