Second-order multiplier iteration based on a class of nonlinear Lagrangians (Q1722349)
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scientific article; zbMATH DE number 7021934
| Language | Label | Description | Also known as |
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| English | Second-order multiplier iteration based on a class of nonlinear Lagrangians |
scientific article; zbMATH DE number 7021934 |
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Second-order multiplier iteration based on a class of nonlinear Lagrangians (English)
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14 February 2019
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Summary: Nonlinear Lagrangian algorithm plays an important role in solving constrained optimization problems. It is known that, under appropriate conditions, the sequence generated by the first-order multiplier iteration converges superlinearly. This paper aims at analyzing the second-order multiplier iteration based on a class of nonlinear Lagrangians for solving nonlinear programming problems with inequality constraints. It is suggested that the sequence generated by the second-order multiplier iteration converges superlinearly with order at least two if in addition the Hessians of functions involved in problem are Lipschitz continuous.
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