Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming
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Publication:5942348
DOI10.1023/A:1017565922109zbMath1016.90051MaRDI QIDQ5942348
Masao Fukushima, Dong-hui Li, Nobuo Yamashita
Publication date: 28 August 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
global convergence; constrained optimization; superlinear convergence; Broyder-Fletcher-Goldfarb-Shanno method; Fisher-Burmeister function; Karush-Kuhn-Tucker system; nonsmooth equation; nonsmooth programming