Local Behavior of the Newton Method on Two Equivalent Systems from Linear Programming
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Local Behavior of the Newton Method on Two Equivalent Systems from Linear Programming
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| Id. |
41916625 |
| Idioma |
inglés
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| Titulo |
Local Behavior of the Newton Method on Two Equivalent Systems from Linear Programming |
| Autor(es) |
C. Villalobos,R. Tapia
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| Localización |
http://citeseer.ist.psu.edu/481078.html
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| Versión |
1.0 |
| Estado |
Final
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| Descripción |
Newton's method is a fundamental technique underlying many numerical methods for solving
systems of nonlinear equations and optimization problems. However, it is often not fully
appreciated that Newton's method can produce significantly different behavior when applied
to equivalent systems, i.e., problems with the same solution but different mathematical
formulations. In this paper, we investigate differences in the local behavior of Newton's
method when applied to two different but equivalent systems from linear programming: the
optimality conditions of the logarithmic barrier function formulation, and the equations in
the so-called perturbed optimality conditions. Through theoretical analysis and numerical
results, we provide an explanation of why Newton's method performs more effectively on
the latter system.
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| Tipo |
ps
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| Palabras clave |
C. Villalobos,R. Tapia Local Behavior of the Newton Method on Two Equivalent Systems from Linear Programming
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| Tipo de Interactividad |
Expositivo
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| Nivel de Interactividad |
muy bajo
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| Audiencia |
Estudiante
Profesor
Autor
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| Estructura |
Atomic |
| Coste |
no
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| Copyright |
sí
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unrestricted |
| Formatos |
ps
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| Requerimientos técnicos |
Browser: Any
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| Relación |
[IsBasedOn] http://www.caam.rice.edu/~zhang/reports/tr9802-rev.ps
[References] oai:CiteSeerPSU:62685
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| Fecha de contribución |
31-mar-2009 |
| Contacto |
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