How good are Global Newton methods? Part 2
Goldstein, Allen A.
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Newton's method applied to certain problems with a discontinuous derivative operator is shown to be effective. A global Newton method in this setting is exhibited and its computational complexity is estimated. As an application a method is proposed to solve problems of linear inequalities (linear programming, phase 1). Using an example of the Klee-Minty type due to Blair, it was found that the simplex method (used in super-lindo) required over 2,000 iterations, while the method above required an average of 8 iterations (Newton steps) over 15 random starting values.
RightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
NPS Report NumberNPS-53-88-010
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