Adapting Broyden Method to Handle Linear Constraints Imposed via Lagrange Multipliers
Author (s): Rodríguez-Ferran, A. and Huerta, A.Journal: International Journal for Numerical Methods in Engineering
Volume: 46, Issue 12
Pages: 2011 - 2026
Date: 1999
Abstract:
Various nonlinear equation solvers are adapted to handle linear constraints via the Lagrange-multiplier technique. This adaptation process turns out to be quite straightforward for Newton-Raphson methods and rank-two Quasi-Newton methods (BFGS and DFP), but rather more involved for Broyden method. In fact, two Broyden methods can be obtained: the standard one and a modified one, better adapted to the Lagrange-multiplier environment. Some numerical examples are used to assess the relative performance of the various adapted solvers.
Bibtex:
@article{ARF-RH:99, Author = {A. Rodr\'{\i}guez-Ferran and A. Huerta}, Title = {Adapting {B}royden method to handle linear constraints imposed via {L}agrange multipliers}, Fjournal = {International Journal for Numerical Methods in Engineering}, Journal = {Int. J. Numer. Methods Eng.}, Volume = {46}, Number = {12}, Pages = {2011--2026}, Year = {1999}}