This paper considers the connection between the intrinsic Riemannian Newton method and other more classically inspired optimization algo-rithms for equality-constrained optimization problems. We consider the feasibly-projected sequential quadratic programming (FP-SQP) method and show that it yields the same update step as the Riemannian Newton, subject to a minor assumption on the choice of multiplier vector. We also consider Newton update steps computed in various ‘natural ’ local coordinate systems on the constraint manifold and find simple condi-tions that guarantee that the update step is the Riemannian Newton update. In particular, we show that this is the case for projective local coordinates, one of the most natural choices that have...
The quasi-Newton strategy presented in this paper preserves one of the most important features of th...
Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solvi...
We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimizatio...
Abstract We discuss the question of which features and/or properties make a method for solving a giv...
We study the choice of the Lagrange multipliers in the successive quadratic programming method (SQP)...
We study the choice of the Lagrange multipliers in the successive quadratic programming method (SQP)...
Extension of quasi-Newton techniques from unconstrained to constrained optimization via Sequential Q...
Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ...
This paper investigates quasi-Newton updates for equality-constrained optimization. Using a least-ch...
. This paper investigates quasi-Newton updates for equality-constrained optimization in abstract vec...
Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ...
We extend the classical primal-dual interior point method from the Euclidean setting to the Riemanni...
International audienceThis paper studies Newton-type methods for minimization of partly smooth conve...
For the sequential quadratic programming method (SQP), we show that close to a solution satisfying t...
For the sequential quadratic programming method (SQP), we show that close to a solution satisfying t...
The quasi-Newton strategy presented in this paper preserves one of the most important features of th...
Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solvi...
We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimizatio...
Abstract We discuss the question of which features and/or properties make a method for solving a giv...
We study the choice of the Lagrange multipliers in the successive quadratic programming method (SQP)...
We study the choice of the Lagrange multipliers in the successive quadratic programming method (SQP)...
Extension of quasi-Newton techniques from unconstrained to constrained optimization via Sequential Q...
Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ...
This paper investigates quasi-Newton updates for equality-constrained optimization. Using a least-ch...
. This paper investigates quasi-Newton updates for equality-constrained optimization in abstract vec...
Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained ...
We extend the classical primal-dual interior point method from the Euclidean setting to the Riemanni...
International audienceThis paper studies Newton-type methods for minimization of partly smooth conve...
For the sequential quadratic programming method (SQP), we show that close to a solution satisfying t...
For the sequential quadratic programming method (SQP), we show that close to a solution satisfying t...
The quasi-Newton strategy presented in this paper preserves one of the most important features of th...
Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solvi...
We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimizatio...