Отправить статью по E-mail 2-Factor Newton Method for Solving Constrained Optimization Problems with a Degenerate Kuhn–Tucker System
- Авторы: Evtushenko Y.G.1, Tret’yakov A.A.1,2,3
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Учреждения:
- 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
- Выпуск: Том 99, № 2 (2019)
- Страницы: 129-131
- Раздел: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/225639
- DOI: https://doi.org/10.1134/S1064562419020029
- ID: 225639
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Аннотация
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.
Об авторах
Yu. Evtushenko
Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control,” Russian Academyof Sciences
Автор, ответственный за переписку.
Email: evt@ccas.ru
Россия, Moscow, 119333
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
Автор, ответственный за переписку.
Email: tret@ap.siedlce.pl
Россия, Moscow, 119333; Warsaw, 01-447; Siedlce,
08-110
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