Serial and Parallel Computation of Karush–Kuhn–Tucker Points via Nonsmooth Equations

DOI10.1137/0804050zbMath0823.90116OpenAlexW1991870104MaRDI QIDQ4321315

Jong-Shi Pang

Publication date: 28 February 1995

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

Full work available at URL: https://doi.org/10.1137/0804050

zbMATH Keywords

global convergencepenalty functionsparallel implementationsmerit functionnonlinear complementarityKarush- Kuhn-Tucker pointsQ- quadratic rate of convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Parallel numerical computation (65Y05)

Related Items

Inexact Newton methods for solving nonsmooth equations ⋮ Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming ⋮ Global convergence on an active set SQP for inequality constrained optimization