A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems

DOI10.1007/s10107-011-0493-8zbMath1319.65053OpenAlexW2040329831MaRDI QIDQ1942263

Damián Fernández

Publication date: 18 March 2013

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-011-0493-8

zbMATH Keywords

Lagrange multipliervariational inequalityquasi-Newton methodssuperlinear convergenceKarush-Kuhn-Tucker systemBregman distancestabilized sequential quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Variational inequalities (49J40) Methods of quasi-Newton type (90C53) Numerical methods based on nonlinear programming (49M37) Numerical methods for variational inequalities and related problems (65K15)

Related Items (4)

An inexact restoration strategy for the globalization of the sSQP method ⋮ A stabilized filter SQP algorithm for nonlinear programming ⋮ A quasi-Newton modified LP-Newton method ⋮ On the behaviour of constrained optimization methods when Lagrange multipliers do not exist

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