| Автор | Kanzow, Christian |
| Автор | Kleinmichel, Helmut |
| Дата выпуска | 1995 |
| dc.description | We consider the nonlinear programming problem with equality and inequality constraints. In order to find a Kuhn–Tucker point, we use an equivalent formulation of the Kuhn-Tucker conditions consisting of nonlinear equations only. Then Newton's method is used to solve this system of nonlinear equations. Thus, we have to solve only one linear system at each iteration. By using a decomposition principle, we are able to reduce the dimension of this linear system. Some quasi–Newton variants and a local convergence theory are given. Finally, we present the results of some numerical experiments |
| Формат | application.pdf |
| Издатель | Gordon and Breach Science Publishers |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Nonlinear Programming |
| Тема | Constrained Optimization |
| Тема | Complementarity Problems |
| Тема | Kuhn-Tucker Conditions |
| Тема | Newton's Method |
| Тема | Quasi-Newton Methods |
| Тема | Decomposition |
| Название | A Class of Netwton-Type methods for equality and ineqality constrained optimization |
| Тип | other |
| DOI | 10.1080/10556789508805608 |
| Electronic ISSN | 1029-4937 |
| Print ISSN | 1055-6788 |
| Журнал | Optimization Methods and Software |
| Том | 5 |
| Первая страница | 173 |
| Последняя страница | 198 |
| Аффилиация | Kanzow, Christian; Institute of Applied Mathematics, University of Hamburg |
| Аффилиация | Kleinmichel, Helmut; Institute for Numerical Mathematics, Technical University of Dresden |
| Выпуск | 2 |
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