A Potential Reduction Newton Method for Constrained Equations
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 9 شماره
صفحات -
تاریخ انتشار 1999