Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers
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Publication:5114397
DOI10.1137/19M1255380zbMath1445.90105MaRDI QIDQ5114397
W. Scheck, Alexey F. Izmailov, Andreas Fischer
Publication date: 22 June 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
constrained optimizationLevenberg-Marquardt methodLP-Newton methodstabilized sequential quadratic programmingcritical multipliersdegenerate constraints
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
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