Newton's method for singular constrained optimization problems |
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Authors: | Ekkehard Sachs |
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Affiliation: | (1) Department of Mathematics, North Carolina State University, 27695-8205 Raleigh, NC, USA |
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Abstract: | We consider an iterative procedure where at each iteration a constrained quadratic optimization problem is solved. A Goldstein type step length rule is incorporated in order to assure global convergence. We consider a class of minimization problems which are singular at the optimal point and show that locally the superlinear convergence rate is retained for a certain part of the iterations. These results are applied to problems with perturbed data. In the last section global convergence results are proven. |
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