Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
From MaRDI portal
Publication:2943830
DOI10.1080/10556788.2014.924515zbMath1327.90313OpenAlexW2148577517MaRDI QIDQ2943830
Mikhail V. Solodov, Alexey F. Izmailov, Alexey S. Kurennoy
Publication date: 4 September 2015
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2014.924515
sequential quadratic programmingsuperlinear convergenceinexact restorationcomposite-step SQPperturbed SQP
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
A numerical computation approach for the optimal control of ASP flooding based on adaptive strategies ⋮ Assessing the reliability of general-purpose inexact restoration methods ⋮ Newton-type methods: a broader view ⋮ Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
Cites Work
- Stabilized SQP revisited
- On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- Local convergence of an inexact-restoration method and numerical experiments
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
- A new line search inexact restoration approach for nonlinear programming
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- Inexact-restoration algorithm for constrained optimization
- An inexact restoration strategy for the globalization of the sSQP method
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints
- Sequential Quadratic Programming Methods
- A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems
- Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization
- A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
- Trust Region Methods
- Newton-Type Methods for Optimization and Variational Problems
- Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.
