An inexact Newton algorithm for large sparse equality constrained non-linear programming problems is proposed. This algorithm is based on an indefinitely preconditioned smoothed conjugate gradient method applied to the linear KKT system and uses a simple augmented Lagrangian merit function for Armij
β¦ LIBER β¦
An inexact Newton method for nonconvex equality constrained optimization
β Scribed by Richard H. Byrd; Frank E. Curtis; Jorge Nocedal
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 344 KB
- Volume
- 122
- Category
- Article
- ISSN
- 0025-5610
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