An inexact Newton method combined with Hestenes multipliers’ scheme for the solution of Karush–Kuhn–Tucker systems

In this work a Newton interior-point method for the solution of Karush–Kuhn–Tucker systems is presented. A crucial feature of this iterative method is the solution, at each iteration, of the inner subproblem. This subproblem is a linear-quadratic programming problem, that can solved approximately by...

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Vydané v:	Applied mathematics and computation Ročník 168; číslo 1; s. 651 - 676
Hlavní autori:	Bonettini, Silvia, Galligani, Emanuele, Ruggiero, Valeria
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York, NY Elsevier Inc 01.09.2005 Elsevier
Predmet:	Calculus of variations and optimal control Elliptic control problems Exact sciences and technology Global analysis, analysis on manifolds Hestenes multipliers’ method Inexact Newton method Large scale nonlinear programming problems Mathematical analysis Mathematics Newton interior-point method Numerical analysis Numerical analysis. Scientific computation Numerical methods in mathematical programming, optimization and calculus of variations Sciences and techniques of general use Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds Elliptic control problems Newton interior-point method Inexact Newton method Large scale nonlinear programming problems Hestenes multipliers’ method Damping Hestenes method Interior point method Iterative method Linear programming Non linear programming Quadratic programming Non linear system Convergence Perturbation method Numerical analysis Applied mathematics Perturbation techniques Hestenes multipliers' method Multiplier Large scale Newton method
ISSN:	0096-3003, 1873-5649
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