Newton's Method for Large Bound-Constrained Optimization Problems
- 1 January 1999
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 9 (4) , 1100-1127
- https://doi.org/10.1137/s1052623498345075
Abstract
We analyze a trust region version of Newton's method for bound-constrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearly constrained problems and yields global and superlinear convergence without assuming either strict complementarity or linear independence of the active constraints. We also show that the convergence theory leads to an efficient implementation for large bound-constrained problems.Keywords
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