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Type: Artigo
Title: Newton's Method May Fail To Recognize Proximity To Optimal Points In Constrained Optimization
Author: Andreani
R.; Martinez
J. M.; Santos
L. T.
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.
Subject: Constrained Optimization
Newton-lagrange Method
Sequential Optimality Conditions
Stopping Criteria
Editor: Springer Heidelberg
Rights: fechado
Identifier DOI: 10.1007/s10107-016-0994-6
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

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