A potential reduction newton method for constrained equations

Authors
Monteiro, RDC Pang, JS
Citation
Rdc. Monteiro et Js. Pang, A potential reduction newton method for constrained equations, SIAM J OPTI, 9(3), 1999, pp. 729-754
Citations number
37
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
9
Issue
3
Year of publication
1999
Pages
729 - 754
Database
ISI
SICI code
1052-6234(19991019)9:3<729:APRNMF>2.0.ZU;2-8
Abstract
Extending our previous work [T. Wang, R. D. C. Monteiro, and J.-S. Pang, Ma th. Programming, 74 (1996), pp. 159-195], this paper presents a general pot ential reduction Newton method for solving a constrained system of nonlinea r equations. A major convergence result for the method is established. Spec ializations of the method to a convex semidefinite program and a monotone c omplementarity problem in symmetric matrices are discussed. Strengthened co nvergence results are established in the context of these specializations.