Newton-type methods for constrained optimization with nonregular constraints
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 8, pp. 1369-1391
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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.
@article{ZVMMF_2006_46_8_a3,
author = {M. M. Golishnikov and A. F. Izmailov},
title = {Newton-type methods for constrained optimization with nonregular constraints},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1369--1391},
publisher = {mathdoc},
volume = {46},
number = {8},
year = {2006},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/}
}
TY - JOUR AU - M. M. Golishnikov AU - A. F. Izmailov TI - Newton-type methods for constrained optimization with nonregular constraints JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2006 SP - 1369 EP - 1391 VL - 46 IS - 8 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/ LA - ru ID - ZVMMF_2006_46_8_a3 ER -
%0 Journal Article %A M. M. Golishnikov %A A. F. Izmailov %T Newton-type methods for constrained optimization with nonregular constraints %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2006 %P 1369-1391 %V 46 %N 8 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/ %G ru %F ZVMMF_2006_46_8_a3
M. M. Golishnikov; A. F. Izmailov. Newton-type methods for constrained optimization with nonregular constraints. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 8, pp. 1369-1391. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/