A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints
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2024-01-21 05:29
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Cercetări operaționale (OR) teorii şi metode matematice (168)
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MORARU, Vasile. A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints. In: Computer Science Journal of Moldova, 2011, nr. 3(57), pp. 333-355. ISSN 1561-4042.
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Computer Science Journal of Moldova
Numărul 3(57) / 2011 / ISSN 1561-4042 /ISSNe 2587-4330

A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints
CZU: 519.853

Pag. 333-355

Moraru Vasile
 
Technical University of Moldova
 
Disponibil în IBN: 8 decembrie 2013


Rezumat

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 proposed method, is proved. The preliminary numerical results with a problems test set are presented.

Cuvinte-cheie
nonlinear programming, KKT conditions, strict complementarity, Newton method, local superlinear convergence