Newton's method may fail to recognize proximity to optimal points in constrained optimization

被引：9

作者：

Andreani, R. ^{[1
]}

Martinez, J. M. ^{[1
]}

Santos, L. T. ^{[1
]}

机构：

[1] Univ Estadual Campinas, DMA IMECC, UNICAMP, Campinas, SP, Brazil

来源：

MATHEMATICAL PROGRAMMING | 2016年 / 160卷 / 1-2期

基金：

巴西圣保罗研究基金会;

关键词：

Constrained optimization; Newton-Lagrange method; Sequential optimality conditions; Stopping criteria; SQP;

D O I：

10.1007/s10107-016-0994-6

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We will show examples in which the primal sequence generated by the Newton-Lagrange method converges to a strict local minimizer of a constrained optimization problem but the gradient of the Lagrangian does not tend to zero, independently of the choice of the dual sequence.

引用

页码：547 / 555

页数：9

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