Newton's Method For Large Bound-Constrained Optimization Problems

Newton's Method For Large Bound-Constrained Optimization Problems (1998)

by Chih-Jen Lin , Jorge J. Moré

Venue:	SIAM JOURNAL ON OPTIMIZATION
Citations:	54 - 2 self

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Datum	Value	Source
TITLE	Newton's Method For Large Bound-Constrained Optimization Problems	user correction - Legacy Corrections
AUTHOR NAME	Chih-Jen Lin	user correction
AUTHOR NAME	Jorge J. Moré	user correction
ABSTRACT	We analyze a trust region version of Newton's method for bound-constrained problems. Our approach relies on the geometry of the feasible set, not on the particular representation in terms of constraints. The convergence theory holds for linearly-constrained problems, and yields global and superlinear convergence without assuming neither strict complementarity nor linear independence of the active constraints. We also show that the convergence theory leads to an efficient implementation for large bound-constrained problems.	user correction
YEAR	1998	user correction - Legacy Corrections
VENUE	SIAM JOURNAL ON OPTIMIZATION	user correction
VENUE TYPE	JOURNAL	INFERENCE
PAGES	1100--1127	INFERENCE
VOLUME	9	INFERENCE
CITATIONS	36 found	ParsCit 1.0