Abstract
Consideration is given to Newton's method for solving the system of necessary optimality conditions of optimization problems with equality and inequality constraints. The principal drawbacks of the method are the need for a good starting point, the inability to distinguish between local maxima and local minima, and when inequality constraints are present, the necessity to solve a quadratic programming problem at each interaction. It is shown that all these drawbacks can be overcome to a great extent without sacrificing the superlinear convergence rate by making use of exact differentiable penalty functions introduced by G. Di Pillo and L. Grippo.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 234-238 |
| Number of pages | 5 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| State | Published - 1980 |
| Externally published | Yes |
| Event | Unknown conference - Albuquerque, NM Duration: Dec 10 1980 → Dec 12 1980 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization