A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints

Abstract

The paper presents a reformulation of the Karush-Kuhn-Tucker (KKT) system associated nonlinear programming problem into an equivalent system of smooth equations. Classical Newton method is applied to solve the system of equations. The superlinear convergence of the primal sequence, generated by proposed method, is proved. The preliminary numerical results with a problems test set are presented.

Keywords

• nonlinear programming
• KKT conditions
• strict complementarity
• Newton method
• local superlinear convergence.