Email this article 2-Factor Newton Method for Solving Constrained Optimization Problems with a Degenerate Kuhn–Tucker System
- Authors: Evtushenko Y.G.1, Tret’yakov A.A.1,2,3
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Affiliations:
- Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control,” Russian Academy of Sciences
- System Research Institute, Polish Academy of Sciences
- Faculty of Sciences, Siedlce University
- Issue: Vol 99, No 2 (2019)
- Pages: 129-131
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225639
- DOI: https://doi.org/10.1134/S1064562419020029
- ID: 225639
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Abstract
A new method is proposed for solving constrained optimization problems with inequality constraints in the case when the system of Kuhn–Tucker necessary optimality conditions is degenerate. This situation arises, for example, when the strict complementarity conditions do not hold for the solution. A reduction of the inequality-constraint problem to an equality-constraint one and the use of a new 2 factor Newton method for efficiently solving the resulting degenerate system of optimality conditions are justified.
About the authors
Yu. G. Evtushenko
Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control,” Russian Academyof Sciences
Author for correspondence.
Email: evt@ccas.ru
Russian Federation, Moscow, 119333
A. A. Tret’yakov
Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control,” Russian Academyof Sciences; System Research Institute, Polish Academy of Sciences; Faculty of Sciences, Siedlce University
Author for correspondence.
Email: tret@ap.siedlce.pl
Russian Federation, Moscow, 119333; Warsaw, 01-447; Siedlce,
08-110
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