Remarks on the Newton method for solving nonlinear equality constrained optimization problems

Remarks on the Newton method for solving nonlinear equality constrained optimization problems

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Article ID: iaor19921939
Country: France
Volume: 24
Start Page Number: 287
End Page Number: 294
Publication Date: Jan 1990
Journal: RAIRO Operations Research
Authors:
Abstract:

The paper discusses the Newton method in connection with the Lagrangian function, the Lagrangian dual problem and decomposition. In case the Hessian of the Lagrangian is regular it is shown that all second-order informations are contained in this matrix.

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