A Potential Reduction Newton Method for Constrained Equations

DOI10.1137/S1052623497318980zbMath0958.65069OpenAlexW2013876250MaRDI QIDQ4702307

Jong-Shi Pang, Renato D. C. Monteiro

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

global convergencesystem of nonlinear equationsvariational inequalitysemidefinite programmingconstrained optimizationNewton methodcomplementarity problemsinterior point methodspotential functionprimal-dual methodsconstrained equationpotential reduction algorithm

Mathematics Subject Classification ID

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

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