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 methodpenalty functionssuperlinear convergenceconstrained minimizationdifferentiable exact penalty functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20)

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