A Truncated Newton Method in an Argumented Lagrangian Framework for Nonlinear Programming
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Area 09 – Ingegneria industriale e dell'informazione
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SINTESI
In this paper we propose a primal-dual algorithm for the solution of general nonlinear programming problems. The core of the method is a local algorithm which relies on a truncated procedure for the computation of a search direction, thus resulting suitable for large scale problems.The truncated direction produces a sequence of points which locally converges to a KKT pair with super linear convergence rate.
| pagine: | 68 |
| formato: | 17 x 24 |
| ISBN: | 978-88-548-1760-9 |
| data pubblicazione: | Giugno 2008 |
| marchio editoriale: | Aracne |
| collana: | Dipartimento di Informatica e Sistemistica “Antonio Ruberti” della “Sapienza” Università di Roma | 2007/9 |
SINTESI
