A Potential Reduction Newton Method for Constrained Equations

Renato D.C. Monteiro and Jong-Shi Pang

Extending our previous work \cite{TaMoPa96-1}, this paper presents a general potential reduction Newton method for solving a constrained system of nonlinear equations. A main convergence result for the method is established. Specializations of the method to a convex semidefinite program and a monotone complementarity problem in symmetric matrices are discussed. Strong convergence results are established in these specializations.

working paper, School of ISyE, Georgia Tech, USA, March 1997.

Contact: monteiro@isye.gatech.edu