A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints

A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints

The paper presents a reformulation of the Karush-Kuhn-Tucker (KKT) system associated nonlinear programming problem into an equivalent system of smooth equations. Classical Newton method is applied to solve the system of equations. The superlinear convergence of the primal sequence, generated by prop...

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Bibliographic Details
Main Author: Vasile Moraru
Format: Article
Language:English
Published: Vladimir Andrunachievici Institute of Mathematics and Computer Science 2012-02-01
Series:Computer Science Journal of Moldova
Subjects:
nonlinear programming
KKT conditions
strict complementarity
Newton method
local superlinear convergence.
Online Access:http://www.math.md/files/csjm/v19-n3/v19-n3-(pp333-355).pdf

Internet

http://www.math.md/files/csjm/v19-n3/v19-n3-(pp333-355).pdf

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