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 ...

See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...

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 ...