An inexact Newton method for nonconvex equality constrained optimization.
Richard H. ByrdFrank E. CurtisJorge NocedalPublished in: Math. Program. (2010)
Keyphrases
- constrained optimization
- newton method
- objective function
- nonlinear programming
- optimality conditions
- lagrange multipliers
- variational inequalities
- convergence analysis
- trust region
- linear equations
- regularized least squares
- constrained optimization problems
- optimization problems
- linear svm
- quadratic programming
- linear programming
- convex optimization
- global optimization
- penalty function
- augmented lagrangian
- nonnegative matrix factorization
- global convergence
- sensitivity analysis
- primal dual
- regularization term
- multi objective