Enlarging the region of convergence of Newton's method for constrained optimization

DOI10.1007/BF00933831zbMath0453.65045MaRDI QIDQ1149235

Dimitri P. Bertsekas

Publication date: 1982

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Newton's method; penalty functions; superlinear convergence; constrained minimization; differentiable exact penalty functions

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C20: Quadratic programming

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Cites Work

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