Open Access2-factor Newton method for solving the constrained optimization problem with the singular Kuhn—Tucker system
Author(s) -
Yu. G. Evtushenko,
Ю.Г. Евтушенко,
А. А. Тretyakov,
А А Третьяков
Publication year - 2019
Publication title -
doklady akademii nauk. rossijskaâ akademiâ nauk
Language(s) - English
Resource type - Journals
ISSN - 0869-5652
DOI - 10.31857/s0869-5652485119-21
Subject(s) - constrained optimization problem , degenerate energy levels , complementarity (molecular biology) , mathematical optimization , optimization problem , mathematics , newton's method , constrained optimization , reduction (mathematics) , point (geometry) , variational inequality , nonlinear system , physics , geometry , quantum mechanics , biology , genetics
A new method for solving the inequality constrained optimization problem is proposed for the case when the system of necessary optimality conditions of Kuhn—Tucker is degenerate. This situation occurs for example in the case when strict complementarity conditions fails in solution point. The reduction of the inequalities con- strained optimization problem to the equalities constrained problem is substantiated and the use of a new 2-fac- tor Newton method for the effective solution of the obtained degenerate system of optimality conditions is shown.