A HYPOQUADRATIC CONVERGENCE METHOD FOR LAGRANGE MULTIPLIERS

Citation
T. Altman et Pf. Boulos, A HYPOQUADRATIC CONVERGENCE METHOD FOR LAGRANGE MULTIPLIERS, Computers & mathematics with applications, 27(1), 1994, pp. 25-31
Citations number
3
Categorie Soggetti
Computer Sciences",Mathematics,"Computer Applications & Cybernetics
ISSN journal
08981221
Volume
27
Issue
1
Year of publication
1994
Pages
25 - 31
Database
ISI
SICI code
0898-1221(1994)27:1<25:AHCMFL>2.0.ZU;2-7
Abstract
In this paper, we investigate a class of hypoquadratically convergent methods for minimizing an objective function subject to equality const raints via the Lagrange multipliers method. The above class of inexact Newton methods has already been successfully applied for solving syst ems of nonlinear algebraic equations.