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How good are Global Newton methods? Part 2

Abstract

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.Naval Surface Weapons Center, Dahlgren, VAhttp://archive.org/details/howgoodareglobal00goldO&MN Direct FundingApproved for public release; distribution is unlimited

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