Newton-type methods for nonlinearly constrained programming problems-algorithms and theory
For optimization problems including inequality constraints the well-known locally and superlinealy convergent methods of Levitin/Polyak, of Robinson and of Wilson (Recursive Quadratic Programming) lead to inequality constrained nonlinear subproblems. In the present paper optimization methods are int...
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| Vydáno v: | Optimization Ročník 19; číslo 3; s. 397 - 412 |
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| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Akademic-Verlag
01.01.1988
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| Témata: | |
| ISSN: | 0233-1934, 1029-4945 |
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| Abstract | For optimization problems including inequality constraints the well-known locally and superlinealy convergent methods of Levitin/Polyak, of Robinson and of Wilson (Recursive Quadratic Programming) lead to inequality constrained nonlinear subproblems.
In the present paper optimization methods are introduced which are also locally and superlinearly convergent, but in contrast to the methods mentioned above the occurring subproblems are systems of linear equations. This results from the fact that the methods proposed are based on Newton's method for solving nonlinear equations. |
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| AbstractList | For optimization problems including inequality constraints the well-known locally and superlinealy convergent methods of Levitin/Polyak, of Robinson and of Wilson (Recursive Quadratic Programming) lead to inequality constrained nonlinear subproblems.
In the present paper optimization methods are introduced which are also locally and superlinearly convergent, but in contrast to the methods mentioned above the occurring subproblems are systems of linear equations. This results from the fact that the methods proposed are based on Newton's method for solving nonlinear equations. |
| Author | Kleinmichel, H. Schönefeld, K. |
| Author_xml | – sequence: 1 givenname: H. surname: Kleinmichel fullname: Kleinmichel, H. organization: Sektion Mathematik , Technische Universität Dresden – sequence: 2 givenname: K. surname: Schönefeld fullname: Schönefeld, K. organization: Sektion Mathematik , Technische Universität Dresden |
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| Copyright | Copyright Taylor & Francis Group, LLC 1988 |
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| StartPage | 397 |
| SubjectTerms | locally superlinearly convergent algorithms Nonlinear programming algorithms Primary:65 K 05 Primary:90 C 30 |
| Title | Newton-type methods for nonlinearly constrained programming problems-algorithms and theory |
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