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Local properties of a newton-like direction for equality constrained minimization problems*

 

作者: Francisco Facchinei,   Stefano Lucidi,  

 

期刊: Optimization Methods and Software  （Taylor Available online 1994）
卷期: Volume 3, issue 1-3  

页码: 13-26

 

ISSN:1055-6788

 

年代: 1994

 

DOI:10.1080/10556789408805553

 

出版商: Gordon and Breach Science Publishers

 

关键词: Equality constrained optimization;Newton's method, quadratic convergence;Multiplier functions;Penalty functions.

 

数据来源: Taylor

 

摘要:

In this paper we establish theq-uadratic convergence rate of a local Newton-like method for equality constrained minimization problems. We also consider a wide class of differentiable exact penalty functions and show that, in principle, they can be used to globalize the local algorithm without destroying its fast convergence rate.

 

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