摘要:

The PATH solver is an implementation of a stabilized Newton method for the solution of the Mixed Complementarity Problem. The stabilization scheme employs a path-generation procedure which is used to construct a piecewise-linear path from the current point to the Newton point; a step length acceptance criterion and a non-monotone pathsearch are then used to choose the next iterate. The algorithm is shown to be globally convergent under assumptions which generalize those required to obtain similar results in the smooth case. Several impleέentation issues are discussed, and extensive computational results obtained from problems commonly found in the literature are given

ISSN:1055-6788    

DOI:10.1080/10556789508805606

出版商:Gordon and Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

We describe an Armijo-Newton like procedure that locates a feasible point of a non empty system of nonlinear inequalities (and linear equations) in a finite number of operations. Assuming differentiability and Positive Linearly Independence (PLI) of the gradients of the most violated inequalities, the sequence of iterates converges to the relative interior of the given system. At each iteration a linear feasibility problem with a small number of constraints is solved. Preliminary numerical experiments on small systems are encouraging: Systems of up to 80 inequalities and 40 variables have been solved in fewer than 20 iterations. A Pseudocode and hints on how to choose the parameters involved are given

ISSN:1055-6788    

DOI:10.1080/10556789508805607

出版商:Gordon and Breach Science Publishers    

年代:1995

数据来源: Taylor

摘要:

We consider the nonlinear programming problem with equality and inequality constraints. In order to find a Kuhn–Tucker point, we use an equivalent formulation of the Kuhn-Tucker conditions consisting of nonlinear equations only. Then Newton's method is used to solve this system of nonlinear equations. Thus, we have to solve only one linear system at each iteration. By using a decomposition principle, we are able to reduce the dimension of this linear system. Some quasi–Newton variants and a local convergence theory are given. Finally, we present the results of some numerical experiments

ISSN:1055-6788    

DOI:10.1080/10556789508805608

出版商:Gordon and Breach Science Publishers    

年代:1995

数据来源: Taylor

ISSN:1055-6788    

DOI:10.1080/10556789508805605

出版商:Gordon and Breach Science Publishers    

年代:1995

数据来源: Taylor