Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints

DOI10.1080/10556788.2011.557727zbMath1254.90228OpenAlexW2133816205MaRDI QIDQ3096884

A. L. Pogosyan, Alexey F. Izmailov, Mikhail V. Solodov

Publication date: 15 November 2011

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.557727

zbMATH Keywords

sequential quadratic programmingsemismoothnesssecond-order sufficiencysemismooth Newton methodmathematical programs with complementarity constraints\(B\)-differential\(B\,D\)-regularity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items (2)

A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems ⋮ Frequency-sparse optimal quantum control

Uses Software

• PLCP
• SQPlab
• MacMPEC

Cites Work

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• The Theory of 2-Regularity for Mappings with Lipschitzian Derivatives and its Applications to Optimality Conditions
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• Mathematical Programs with Equilibrium Constraints
• Benchmarking optimization software with performance profiles.

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