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A special newton-type optimization method
Abstract:The Kuhn–Tucker conditions of an optimization problem with inequality constraints are transformed equivalently into a special nonlinear system of equations T 0(z) = 0. It is shown that Newton's method for solving this system combines two valuable properties: The local Q-quadratic convergence without assuming the strict complementary slackness condition and the regularity of the Jacobian of T 0 at a point z under reasonable conditions, so that Newton’s method can be used also far from a Kuhn–Tucker point
Keywords:Nonlinear Programming Algorithms  Inequality Constraints  Kuhn-Tucker Points  Newton’s Method  Clarke’s Jacobian  Strict Complementary Slackness Condition
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