Realizations of the NR Principle
Roman A. Polyak
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Roman A. Polyak: School of Mathematical Sciences
Chapter Chapter 8 in Introduction to Continuous Optimization, 2021, pp 345-414 from Springer
Abstract:
Abstract We concentrate on three important realizations of NR principle: modified log-barrier function (MBF), exterior distance function (EDF), and log-sigmoid (LS) Lagrangian. The correspondent NR methods can be viewed as alternatives to both SUMT and IPMs (see Chapters 5 and 6 ).
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-68713-7_8
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DOI: 10.1007/978-3-030-68713-7_8
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