A truncated Newton method in an augmented Lagrangian framework for nonlinear programming |
| |
| Authors: | Gianni Di Pillo Giampaolo Liuzzi Stefano Lucidi Laura Palagi |
| |
| Affiliation: | 1.Dipartimento di Informatica e Sistemistica “Antonio Ruberti”,Università di Roma “La Sapienza”,Roma,Italy;2.CNR–Consiglio Nazionale delle Ricerche,IASI–Istituto di Analisi dei Sistemi ed Informatica “A. Ruberti”,Roma,Italy |
| |
| Abstract: | In this paper we propose a primal-dual algorithm for the solution of general nonlinear programming problems. The core of the method is a local algorithm which relies on a truncated procedure for the computation of a search direction, and is thus suitable for large scale problems. The truncated direction produces a sequence of points which locally converges to a KKT pair with superlinear convergence rate. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
