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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 8, Pages 1369–1391
(Mi zvmmf425)
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This article is cited in 8 scientific papers (total in 8 papers)
Newton-type methods for constrained optimization with nonregular constraints
M. M. Golishnikov, A. F. Izmailov Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russia
Abstract:
The most important classes of Newton-type methods for solving constrained optimization problems are discussed. These are the sequential quadratic programming methods, active set methods, and semismooth Newton methods for Karush–Kuhn–Tucker systems. The emphasis is placed on the behavior of these methods and their special modifications in the case where assumptions concerning constraint qualifications are relaxed or altogether dropped. Applications to optimization problems with complementarity constraints are examined.
Key words:
constrained optimization problems, Newton-type methods, sequential quadratic programming, active set methods, semismooth Newton methods, constraint qualifications.
Received: 28.02.2006
Citation:
M. M. Golishnikov, A. F. Izmailov, “Newton-type methods for constrained optimization with nonregular constraints”, Zh. Vychisl. Mat. Mat. Fiz., 46:8 (2006), 1369–1391; Comput. Math. Math. Phys., 46:8 (2006), 1299–1319
Linking options:
https://www.mathnet.ru/eng/zvmmf425 https://www.mathnet.ru/eng/zvmmf/v46/i8/p1369
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