A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints

Autor: Vasile Moraru
Jazyk: angličtina
Rok vydání: 2012
Předmět:
Zdroj: Computer Science Journal of Moldova, Vol 19, Iss 3(57), Pp 333-355 (2012)
Druh dokumentu: article
ISSN: 1561-4042
Popis: The paper presents a reformulation of the Karush-Kuhn-Tucker (KKT) system associated nonlinear programming problem into an equivalent system of smooth equations. Classical Newton method is applied to solve the system of equations. The superlinear convergence of the primal sequence, generated by proposed method, is proved. The preliminary numerical results with a problems test set are presented.
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