Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
From MaRDI portal
Publication:842762
DOI10.1007/s10589-007-9074-4zbMath1180.90362OpenAlexW2154034819MaRDI QIDQ842762
Mikhail V. Solodov, Alexey F. Izmailov
Publication date: 25 September 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9074-4
Related Items (12)
On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods ⋮ Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework ⋮ Critical solutions of nonlinear equations: stability issues ⋮ On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers ⋮ Stabilized SQP revisited ⋮ Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems ⋮ Attraction of Newton method to critical Lagrange multipliers: fully quadratic case ⋮ On the attraction of Newton’s method to critical lagrange multipliers ⋮ A stabilized SQP method: superlinear convergence ⋮ Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption ⋮ Copositivity for second-order optimality conditions in general smooth optimization problems ⋮ Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
Uses Software
Cites Work
- Unnamed Item
- Perturbations of extremal problems with constraints and necessary optimality conditions
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- Test examples for nonlinear programming codes
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Stabilized sequential quadratic programming
- Stability in the presence of degeneracy and error estimation
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods
- On the solution of mathematical programming problems with equilibrium constraints
- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- On Lagrange methods for finding degenerate solutions of constrained extremum problems.
- A theoretical and numerical comparison of some semismooth algorithms for complementarity problems
- A nonsmooth version of Newton's method
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- On the Accurate Identification of Active Constraints
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Degenerate Nonlinear Programming with a Quadratic Growth Condition
- Optimality Conditions for Irregular Inequality-Constrained Problems
- Newton-Type Methods for Optimization Problems without Constraint Qualifications
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Complementarity Constraint Qualification via the Theory of 2-Regularity
- Modifying SQP for Degenerate Problems
- Modified Wilson's Method for Nonlinear Programs with Nonunique Multipliers
- On the Classical Necessary Second-Order Optimality Conditions in the Presence of Equality and Inequality Constraints
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
- The Theory of 2-Regularity for Mappings with Lipschitzian Derivatives and its Applications to Optimality Conditions
This page was built for publication: Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
