Generalized Newton method for linear optimization problems with inequality constraints

2014 ◽  
Vol 284 (S1) ◽  
pp. 96-107 ◽  
Author(s):  
A. I. Golikov ◽  
Yu. G. Evtushenko
Keyword(s):  
Newton Method ◽  
Optimization Problems ◽  
Linear Optimization ◽  
Inequality Constraints ◽  
Generalized Newton Method ◽  
Linear Optimization Problems ◽  
Generalized Newton

scholarly journals A Generalized Inexact Newton Method for Inverse Eigenvalue Problems

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Weiping Shen
Keyword(s):  
Newton Method ◽  
Quadratic Convergence ◽  
Eigenvalue Problems ◽  
Generalized Newton Method ◽  
Inexact Newton Method ◽  
Numerical Tests ◽  
Inverse Eigenvalue Problems ◽  
Inverse Eigenvalue ◽  
Generalized Newton ◽  
Special Case

We propose a generalized inexact Newton method for solving the inverse eigenvalue problems, which includes the generalized Newton method as a special case. Under the nonsingularity assumption of the Jacobian matrices at the solutionc*, a convergence analysis covering both the distinct and multiple eigenvalue cases is provided and the quadratic convergence property is proved. Moreover, numerical tests are given in the last section and comparisons with the generalized Newton method are made.

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