Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
DOI10.1007/s10589-021-00317-zzbMath1482.90210OpenAlexW3199820170MaRDI QIDQ2057229
Publication date: 8 December 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-021-00317-z
sequential quadratic programmingextrapolation2-regularityNewton-type methodsmerit functionLagrange optimality systemequality-constrained optimizationcritical Lagrange multiplierlinesearch globalization of convergencenonsmooth exact penalty functiontrue Hessianunit stepsize
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Methods of successive quadratic programming type (90C55)
Uses Software
Cites Work
- Unnamed Item
- Stabilized SQP revisited
- Combining stabilized SQP with the augmented Lagrangian algorithm
- Starlike domains of convergence for Newton's method at singularities
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Critical solutions of nonlinear equations: local attraction for Newton-type methods
- Unit stepsize for the Newton method close to critical solutions
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Critical solutions of nonlinear equations: stability issues
- Some new facts about sequential quadratic programming methods employing second derivatives
- On Solving Nonlinear Equations with Simple Singularities or Nearly Singular Solutions
- Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers
- Newton-Type Methods for Optimization and Variational Problems
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Benchmarking optimization software with performance profiles.
This page was built for publication: Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
