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Newton modified barrier method in constrained optimizationIn this paper, we develop and investigate the Newton method for solving constrained (non-smooth) optimization problems. This approach is based on the modified barrier functions (MBF) theory and on the global converging step-size version of the Newton method for smooth unconstrained optimization. Due to the excellent properties of the MBF near primal-dual solution, the Newton modified barrier method (NMBM) has a better rate of convergence, better complexity bound, and is much more stable in the final stage of the computational process than the methods which are based on the classical barrier functions (CBF).
Document ID
19940004695
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Polyak, R.
(International Business Machines Corp. Yorktown Heights, NY, United States)
Date Acquired
August 16, 2013
Publication Date
January 1, 1990
Publication Information
Publication: NASA. Langley Research Center, The Third Air Force(NASA Symposium on Recent Advances in Multidisciplinary Analysis and Optimization
Subject Category
Numerical Analysis
Accession Number
94N71450
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.
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