Name
Title | ||
|---|---|---|
Newton's method may fail to recognize proximity to optimal points in constrained optimization. |
Abstract | ||
|---|---|---|
We will show examples in which the primal sequence generated by the Newton---Lagrange method converges to a strict local minimizer of a constrained optimization problem but the gradient of the Lagrangian does not tend to zero, independently of the choice of the dual sequence. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1007/s10107-016-0994-6 | Math. Program. |
Keywords | Field | DocType |
Constrained optimization, Newton–Lagrange method, Sequential optimality conditions, Stopping criteria, 90C30, 90C46, 90C55 | Mathematical optimization,Lagrangian,Newton's method in optimization,Lagrangian relaxation,Constrained optimization problem,Mathematics,Constrained optimization,Newton's method | Journal |
Volume | Issue | ISSN |
160 | 1-2 | 1436-4646 |
Citations | PageRank | References |
3 | 0.39 | 7 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| R. Andreani | 1 | 434 | 25.10 |
| José Mario Martínez | 2 | 847 | 75.64 |
| L. T. Santos | 3 | 15 | 1.64 |