2-Factor Newton Method for Solving Constrained Optimization Problems with a Degenerate Kuhn–Tucker Systemстатья
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Дата последнего поиска статьи во внешних источниках: 20 ноября 2019 г.
Аннотация:A new method is proposed for solving constrained optimization problems with inequality constraints in the case when the system of Kuhn–Tucker necessary optimality conditions is degenerate. This situation arises, for example, when the strict complementarity conditions do not hold for the solution. A reduction of the inequality-constraint problem to an equality-constraint one and the use of a new 2 factor Newton method for efficiently solving the resulting degenerate system of optimality conditions are justified.