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

Authors :
Andreani, R.
Martínez, J.
Santos, L.
Source :
Mathematical Programming. Nov2016, Vol. 160 Issue 1/2, p547-555. 9p.
Publication Year :
2016

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00255610
Volume :
160
Issue :
1/2
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
118668989
Full Text :
https://doi.org/10.1007/s10107-016-0994-6