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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Newton's method may fail to recognize proximity to optimal points in constrained optimization

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Author(s):
Andreani, R. ; Martinez, J. M. ; Santos, L. T.
Total Authors: 3
Document type: Journal article
Source: MATHEMATICAL PROGRAMMING; v. 160, n. 1-2, p. 547-555, NOV 2016.
Web of Science Citations: 1
Abstract

We will show examples in which the primal sequence generated by the Newton-Lagrange method converges to a strict local minimizer of a constrained optimization problem but the gradient of the Lagrangian does not tend to zero, independently of the choice of the dual sequence. (AU)

FAPESP's process: 10/10133-0 - Cutting, packing, lot-sizing and scheduling problems and their integration in industrial and logistics settings
Grantee:Reinaldo Morabito Neto
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants