A HYPOQUADRATIC CONVERGENCE METHOD FOR LAGRANGE MULTIPLIERS

被引:0
|
作者
ALTMAN, T [1 ]
BOULOS, PF [1 ]
机构
[1] MONTGOMERY WATSON,DEPT COMP AIDED ENGN,PASADENA,CA 91109
关键词
D O I
10.1016/0898-1221(94)90003-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we investigate a class of hypoquadratically convergent methods for minimizing an objective function subject to equality constraints via the Lagrange multipliers method. The above class of inexact Newton methods has already been successfully applied for solving systems of nonlinear algebraic equations.
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页码:25 / 31
页数:7
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