An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems

@article{Bonettini2005AnIN,
  title={An inexact Newton method combined with Hestenes multipliers' scheme for the solution of Karush-Kuhn-Tucker systems},
  author={Silvia Bonettini and Emanuele Galligani and Valeria Ruggiero},
  journal={Applied Mathematics and Computation},
  year={2005},
  volume={168},
  pages={651-676}
}
In this work a Newton interior–point method for the solution of Karush– Kuhn–Tucker systems is presented. A crucial feature of this iterative method is the solution, at each iteration, of the inner subproblem. This subproblem is a linear–quadratic programming problem, that can solved approximately by an inner iterative method such as the Hestenes multipliers’ method. A deep analysis on the choices of the parameters of the method (perturbation and damping parameters) has been done. The global… CONTINUE READING

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