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

Lution 

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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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