A potential reduction newton method for constrained equations

作     者：Monteiro, RDC Pang, JS 

作者机构：Georgia Inst Technol Sch Ind & Syst Engn Atlanta GA 30332 USA Johns Hopkins Univ Dept Math Sci Baltimore MD 21218 USA 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：1999年第9卷第3期

页      面：729-754页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：potential reduction algorithm constrained equation Newton method interior point methods global convergence potential function complementarity problems variational inequality semidefinite programming primal-dual methods 

摘      要：Extending our previous work [T. Wang, R. D. C. Monteiro, and J.-S. Pang, Math. Programming, 74 (1996), pp. 159-195], this paper presents a general potential reduction Newton method for solving a constrained system of nonlinear equations. A major convergence result for the method is established. Specializations of the method to a convex semidefinite program and a monotone complementarity problem in symmetric matrices are discussed. Strengthened convergence results are established in the context of these specializations.