Convergence of Successive Approximation Methods with Parameter Target Sets

DOI10.1287/moor.1050.0153zbMath1082.65061OpenAlexW2086468486MaRDI QIDQ5704249

Adam B. Levy

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1050.0153

zbMATH Keywords

convergence analysisconstrained optimizationsequential quadratic programmingnumerical optimizationpenalty methodsaugmented Lagrangian methodsgeneralized continuitybarrier methods, trust region methodsinclusion solving, variational analysis

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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