A Truncated Newton Method for the Solution of Large-Scale Inequality Constrained Minimization Problems

被引：2

作者：

Francisco Facchinei

Giampaolo Liuzzi

Stefano Lucidi

机构：

[1] Università di Roma “La Sapienza”,Dipartimento di Informatica e Sistemistica “A. Ruberti&rdquo

来源：

Computational Optimization and Applications | 2003年 / 25卷

关键词：

constrained optimization; active set; Newton-type method; exact penalty function; strict complementarity;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A new active set Newton-type algorithm for the solution of inequality constrained minimization problems is proposed. The algorithm possesses the following favorable characteristics: (i) global convergence under mild assumptions; (ii) superlinear convergence of primal variables without strict complementarity; (iii) a Newton-type direction computed by means of a truncated conjugate gradient method. Preliminary computational results are reported to show viability of the approach in large scale problems having only a limited number of constraints.

引用

页码：85 / 122

页数：37

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