Comparison of Two Sets of First-order Conditions as Bases of Interior-Point Newton Methods for Optimization with Simple Bounds

Simple item page
dc.contributor.authorJamrog, Diane C.en_US
dc.contributor.authorTapia, Richard A.en_US
dc.contributor.authorZhang, Yinen_US
dc.date.accessioned2018-06-18T17:48:43Zen_US
dc.date.available2018-06-18T17:48:43Zen_US
dc.date.issued2001-06en_US
dc.date.noteJune 2001en_US
dc.description.abstractIn this paper, we compare the behavior of two Newton interior-point methods derived from two different first-order necessary conditions for the same nonlinear optimization problem with simple bounds. One set of conditions was proposed by Coleman and Li; the other is the standard KKT set of conditions. We discuss a perturbation of the CL conditions for problems with one-sided bounds and the difficulties involved in extending this to problems with general bounds. We study the numerical behavior of the Newton method applied to the systems of equations associated with the unperturbed and perturbed necessary conditions. Preliminary numerical results for convex quadratic objective functions indicate that, for this class of problems, Newton's method based on the perturbed KKT formulation appears to be the most robust.en_US
dc.format.extent24 ppen_US
dc.identifier.citationJamrog, Diane C., Tapia, Richard A. and Zhang, Yin. "Comparison of Two Sets of First-order Conditions as Bases of Interior-Point Newton Methods for Optimization with Simple Bounds." (2001) <a href="https://hdl.handle.net/1911/101978">https://hdl.handle.net/1911/101978</a>.en_US
dc.identifier.digitalTR01-17en_US
dc.identifier.urihttps://hdl.handle.net/1911/101978en_US
dc.language.isoengen_US
dc.titleComparison of Two Sets of First-order Conditions as Bases of Interior-Point Newton Methods for Optimization with Simple Boundsen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
TR01-17.pdf
Size:
327.94 KB
Format:
Adobe Portable Document Format
Download
Collections
CMOR Technical Reports