Local feasible QP-free algorithms for the constrained minimization of SC1 functions

Journal of Optimization Theory and Applications

Volumn 119, Issue 2, 2003, Pages 281-316

  Facchinei, F ^a   Lazzari, C ^b  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b CNR   (Italy)

Author keywords

Constrained optimization; Feasible algorithms; Quasi Newton methods; SC1 functions; Strict complementarity; Superlinear convergence

Indexed keywords

LINEAR SYSTEMS; NEWTON-RAPHSON METHOD;

CONSTRAINED MINIMIZATION; FAST CONVERGENCE RATE; FEASIBLE ALGORITHMS; INEQUALITY CONSTRAINT; LOCAL ALGORITHM; QP-FREE ALGORITHM; QUASI-NEWTON METHODS; SC1 FUNCTION; STRICT COMPLEMENTARITY; SUPERLINEAR CONVERGENCE;

CONSTRAINED OPTIMIZATION;

EID: 0345014866     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOTA.0000005447.36961.29     Document Type: Article

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