A Locally Quadratically Convergent Algorithm for Computing Stationary Points.

摘要

Stationary points for a system with a convex polyhedral set and a continuously differentiable function with positive definite derivatives are computed by iteratively solving the linearized problem. The procedure is shown to be a mixing of a finite number of Newton methods and to have a local convergence rate which is quadratic. The stationary point problem is of the type arising from the PIES energy model. (Author)