A special newton-type optimization method
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 24 (3-4) , 269-284
- https://doi.org/10.1080/02331939208843795
Abstract
The Kuhn–Tucker conditions of an optimization problem with inequality constraints are transformed equivalently into a special nonlinear system of equations T 0(z) = 0. It is shown that Newton's method for solving this system combines two valuable properties: The local Q-quadratic convergence without assuming the strict complementary slackness condition and the regularity of the Jacobian of T 0 at a point z under reasonable conditions, so that Newton’s method can be used also far from a Kuhn–Tucker pointKeywords
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