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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 7, Pages 1194–1208
(Mi zvmmf9473)
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On the application of Newton-type methods to Fritz John optimality conditions
A. F. Izmailov, E. I. Uskov Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia
Abstract:
An approach to the numerical solution of optimization problems with equality constraints violating the traditional constraint qualification is developed. According to this approach, an (overdetermined) defining system is constructed based on the Fritz John optimality conditions and the Gauss–Newton method is applied to this system. The assumptions required for the implementability and local superlinear convergence of the resulting algorithm are completely characterized in terms of the original problem.
Key words:
optimization problem with equality constraints, Fritz John optimality conditions, constraint qualification, nondegeneracy condition for the second differential, defining system, Gauss–Newton method.
Received: 18.01.2011
Citation:
A. F. Izmailov, E. I. Uskov, “On the application of Newton-type methods to Fritz John optimality conditions”, Zh. Vychisl. Mat. Mat. Fiz., 51:7 (2011), 1194–1208; Comput. Math. Math. Phys., 51:7 (2011), 1114–1127
Linking options:
https://www.mathnet.ru/eng/zvmmf9473 https://www.mathnet.ru/eng/zvmmf/v51/i7/p1194
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