2-factor Newton method for solving the constrained optimization problem with the singular Kuhn—Tucker system

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Abstract


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.


About the authors

Yu. G. Evtushenko

Computing Center named. A.A. Dorodnitsyna Federal Research Center "Informatics and Management" of the Russian Academy of Sciences; Moscow Institute of Physics and Technology; Moscow Aviation Institute (National Research University)

Author for correspondence.
Email: yuri-evtushenko@yandex.ru

Russian Federation, 44/2, Vavilova street, Moscow, 119333; 9, Institutskij, Dolgoprudny, Moscow region, 141701; 4, Volokolamskoe shosse, Moscow,125993

Academician of the RAS 

A. A. Tret’yakov

Computing Center named. A.A. Dorodnitsyna Federal Research Center "Informatics and Management" of the Russian Academy of Sciences; System Research Institute Polish Academy Sciences; Siedlce University

Email: tret@ap.siedlce.pl

Russian Federation, 44/2, Vavilova street, Moscow, 119333; Warshaw, Poland; Poland

References

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  4. Поляк Б.Т. Введение в оптимизацию. М.: Наука,1983.
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