Quadratic Convergence of a Newton Method for Nonlinear Programming

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dc.contributor.authorMangasarian, Olvien_US
dc.date.accessioned2012-03-15T16:21:12Z
dc.date.available2012-03-15T16:21:12Z
dc.date.created1972en_US
dc.date.issued1972
dc.description.abstractA Newton algorithm for solving the problem minimize f(x) subject to g(x) - 0, where f:Rn - R and g:Rn - Rm is given for the case when g is concave. At each step a convex quadractic program with linear constraints is solved by means of a finite algorithm to obtain the next point. Quadratic convergence is established.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationTR146
dc.identifier.urihttp://digital.library.wisc.edu/1793/57738
dc.publisherUniversity of Wisconsin-Madison Department of Computer Sciencesen_US
dc.titleQuadratic Convergence of a Newton Method for Nonlinear Programmingen_US
dc.typeTechnical Reporten_US

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