Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
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Publication:5942348
DOI10.1023/A:1017565922109zbMath1016.90051OpenAlexW97365357MaRDI QIDQ5942348
Masao Fukushima, Dong-hui Li, Nobuo Yamashita
Publication date: 28 August 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017565922109
global convergenceconstrained optimizationsuperlinear convergenceBroyder-Fletcher-Goldfarb-Shanno methodFisher-Burmeister functionKarush-Kuhn-Tucker systemnonsmooth equationnonsmooth programming
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