Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
From MaRDI portal
Publication:2116019
DOI10.1007/s11228-021-00580-6zbMath1487.90610arXiv2007.06187OpenAlexW3141977729MaRDI QIDQ2116019
Publication date: 15 March 2022
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.06187
SQP methodssecond-order sufficient conditionsnoncriticalitypiecewise linear-quadratic composite problemsprimal superlinear convergence
Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Methods of successive quadratic programming type (90C55) Numerical methods for mathematical programming, optimization and variational techniques (65K99)
Related Items
Role of subgradients in variational analysis of polyhedral functions, A Chain Rule for Strict Twice Epi-Differentiability and Its Applications, Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A proximal method for composite minimization
- Stabilized SQP revisited
- Proto-differentiability of set-valued mappings and its applications in optimization
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Critical multipliers in variational systems via second-order generalized differentiation
- The multiproximal linearization method for convex composite problems
- Superlinear convergence of the sequential quadratic method in constrained optimization
- Newton-type methods: a broader view
- Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization
- Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- First- and Second-Order Epi-Differentiability in Nonlinear Programming
- Strongly Regular Generalized Equations
- Some continuity properties of polyhedral multifunctions
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- An Implicit-Function Theorem for a Class of Nonsmooth Functions
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Variational Analysis and Applications
- Parabolic regularity in geometric variational analysis
- Variational Analysis of Regular Mappings
- Criticality of Lagrange multipliers in extended nonlinear optimization
- Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization
- Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
- Criticality of Lagrange Multipliers in Variational Systems
- Newton-Type Methods for Optimization and Variational Problems
- Implicit Functions and Solution Mappings
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Second-order epi-derivatives of composite functionals