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. |
46277550 |
| 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
Y. Zhang
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| Localización |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.23.7394
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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 |
application/postscript
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| Tipo de recurso |
Texto Narrativo
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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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Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| Formatos |
application/postscript
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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] 10.1.1.37.3578
[References] 10.1.1.112.8313
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| Fecha de contribución |
23-jul-2009 |
| Contacto |
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