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Newton's method may fail to recognize proximity to optimal points in constrained optimization.
- 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 :
- Complementary Index
- Journal :
- Mathematical Programming
- Publication Type :
- Academic Journal
- Accession number :
- 118668989
- Full Text :
- https://doi.org/10.1007/s10107-016-0994-6