Newton's method for constrained optimization

DOI10.1007/BF01582243zbMath0589.90065OpenAlexW2048637459MaRDI QIDQ3718491

Jonathan B. Goodman

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582243

zbMATH Keywords

Lagrange multipliersNewton's methodnonlinear functionnonlinear equality constraintsquadratic convergent algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37)

Related Items (11)

Numerical study of optimal control domain decomposition for nonlinear boundary heat in the human eye ⋮ Solving \(N+m\) nonlinear equations with only m nonlinear variables ⋮ Continuity of the null space basis and constrained optimization ⋮ A Projected Gradient and Constraint Linearization Method for Nonlinear Model Predictive Control ⋮ Updating the multipliers associated with inequality constraints in an augmented Lagrangian multiplier method ⋮ Local properties of inexact methods for minimizing nonsmooth composite functions ⋮ Optimization algorithms for parameter identification in parabolic partial differential equations ⋮ On the local and global convergence of a reduced Quasi-Newton method¹ ⋮ On interior-point Newton algorithms for discretized optimal control problems with state constraints^∗ ⋮ Solving separable nonlinear least squares problems using the QR factorization ⋮ An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations

Cites Work

• A convergent process of price adjustment and global Newton methods
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A variable projection method for solving separable nonlinear least squares problems
• Quasi-Newton Methods, Motivation and Theory
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