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  • Search: subject:"Inexact Newton method"
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Inexact Newton method 6 Inverse optimization 2 Levenberg-Marquardt method 2 Nonisolated solution 2 Nonsmooth system 2 Perturbation approach 2 Quadratic convergence 2 Quadratic programming 2 Constrained optimization 1 Interior methods 1 Local convergence 1 Majorant condition 1 Nonlinear complementarity problems 1 Nonlinear programming 1 Primal-dual methods 1
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Article 6
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Facchinei, Francisco 2 Fischer, Andreas 2 Herrich, Markus 2 Xiao, Xiantao 2 Zhang, Jianzhong 2 Zhang, Liwei 2 Armand, Paul 1 Benoist, Joël 1 Dussault, Jean-Pierre 1 Ferreira, O. 1 Gonçalves, M. 1
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Computational Optimization and Applications 2 Computational Statistics 2 Mathematical Methods of Operations Research 2
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RePEc 6
Showing 1 - 6 of 6
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A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
Facchinei, Francisco; Fischer, Andreas; Herrich, Markus - In: Computational Statistics 77 (2013) 3, pp. 433-443
We propose a new family of Newton-type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We...
Persistent link: https://www.econbiz.de/10010759363
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A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
Facchinei, Francisco; Fischer, Andreas; Herrich, Markus - In: Mathematical Methods of Operations Research 77 (2013) 3, pp. 433-443
We propose a new family of Newton-type methods for the solution of constrained systems of equations. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, local, quadratic convergence to a solution of the system of equations can be established. We...
Persistent link: https://www.econbiz.de/10010950156
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Local path-following property of inexact interior methods in nonlinear programming
Armand, Paul; Benoist, Joël; Dussault, Jean-Pierre - In: Computational Optimization and Applications 52 (2012) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10010998355
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Local convergence analysis of inexact Newton-like methods under majorant condition
Ferreira, O.; Gonçalves, M. - In: Computational Optimization and Applications 48 (2011) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10008925520
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A Perturbation approach for an inverse quadratic programming problem
Zhang, Jianzhong; Zhang, Liwei; Xiao, Xiantao - In: Computational Statistics 72 (2010) 3, pp. 379-404
perturbation approach to solve the reformulated problem and demonstrate its global convergence. An inexact Newton method is … projection operator in the symmetric-matrix space. Since an approximate proximal point is required in the inexact Newton method …
Persistent link: https://www.econbiz.de/10010759221
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A Perturbation approach for an inverse quadratic programming problem
Zhang, Jianzhong; Zhang, Liwei; Xiao, Xiantao - In: Mathematical Methods of Operations Research 72 (2010) 3, pp. 379-404
inexact Newton method is constructed to solve the perturbed problem and its global convergence and local quadratic convergence … approximate proximal point is required in the inexact Newton method, we also give a Newton method to obtain it. Finally we report …
Persistent link: https://www.econbiz.de/10010999626
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