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