A Potential Reduction Newton Method for Constrained Equations

DOI10.1137/S1052623497318980MaRDI QIDQ4702307zbMATH OpenOpenAlexFDO

Authors Renato D. C. Monteiro, Jong-Shi Pang

Publication date 24 November 1999

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623497318980

zbMATH Keywords

interior point methodsconstrained optimizationglobal convergencesemidefinite programmingvariational inequalityNewton methodsystem of nonlinear equationscomplementarity problemspotential functionprimal-dual methodsconstrained equationpotential reduction algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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