A projected Newton method for minimization problems with nonlinear inequality constraints

DOI10.1007/BF01396325zbMath0632.90058OpenAlexW2044362121MaRDI QIDQ1095798

B. George

Publication date: 1988

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133282

zbMATH Keywords

constrained minimizationpolyhedronslocally superlinearly convergencemultistage discrete-time optimal controlprojected Newton methodssecond order Kuhn-Tucker sufficient conditionssmooth nonlinear inequalities

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15)

Related Items

Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints, Family of projected descent methods for optimization problems with simple bounds, Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control, Solution of projection problems over polytopes, A projection and contraction method for a class of linear complementarity problems and its application in convex quadratic programming, Dynamic programming method for constrained discrete-time optimal control, Interior point methods for optimal control of discrete time systems

Uses Software

• CONOPT

Cites Work

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