A truncated Newton method for the solution of large-scale inequality constrained minimization problems

DOI10.1023/A:1022901020289zbMath1038.90099OpenAlexW1910642380MaRDI QIDQ1810970

Giampaolo Liuzzi, Stefano Lucidi, Francisco Facchinei

Publication date: 9 June 2003

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022901020289

zbMATH Keywords

strict complementarityconstrained optimizationNewton-type methodactive setexact penalty function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of reduced gradient type (90C52)

Related Items (4)

Partial projected Newton method for a class of stochastic linear complementarity problems ⋮ An exact penalty-Lagrangian approach for large-scale nonlinear programming ⋮ An active set quasi-Newton method with projected search for bound constrained minimization ⋮ Constraint incorporation in optimization

Uses Software

• LANCELOT
• SNOPT
• CG+

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