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A Newton-Type Algorithm for the Solution of Inequality Constrained Minimization Problems

  • Francisco Facchinei
  • Stefano Lucidi
Conference paper
Part of the Operations Research Proceedings book series (ORP, volume 1994)

Summary

We describe a new Newton-type algorithm for the solution of inequality constrained minimization problems. The algorithm is based on an active-set strategy and, at each iteration, only requires the solution of one linear system. Under mild assuptions, and without requiring strict complementarity, we prove q-quadratic convergence of the primal variables towards the solution.

Keywords

Local Algorithm Active Constraint Multiplier Function Strict Complementarity Exact Penalty Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1995

Authors and Affiliations

  • Francisco Facchinei
    • 1
  • Stefano Lucidi
    • 1
  1. 1.RomeItaly

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