Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function (Q289075): Difference between revisions

The authors propose a globalization approach to the stabilized sequential quadratic programming method (sSQP), by using line search in sSQP directions for minimizing the two-parameter primal-dual merit function of \textit{G. Di Pillo} and \textit{L. Grippo} [SIAM J. Control Optim. 17, 618--628 (1979; Zbl 0418.90077)]. Global convergence properties and the rate of convergence of the proposed algorithm are established. Computational experiments are also provided.

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reviewed by

Nicolae Popovici

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zbMATH Keywords

stabilized sequential quadratic programming

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superlinear convergence

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global convergence

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exact penalty function

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second-order sufficiency

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noncritical Lagrange multiplier

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numerical examples

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primal-dual merit function

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algorithm

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10957-016-0889-y

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cites work

Superlinear convergence of a stabilized SQP method to a degenerate solution

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Stabilized sequential quadratic programming

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Local behavior of an iterative framework for generalized equations with nonisolated solutions

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Modifying SQP for Degenerate Problems

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Newton-Type Methods for Optimization and Variational Problems

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Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems

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Stabilized SQP revisited

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A New Class of Augmented Lagrangians in Nonlinear Programming

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Q3690580

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Enlarging the region of convergence of Newton's method for constrained optimization

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A relaxed constant positive linear dependence constraint qualification and applications

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Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

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Properties of updating methods for the multipliers in augmented Lagrangians

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A primal-dual augmented Lagrangian

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A Globally Convergent Stabilized SQP Method

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A Nonmonotone Line Search Technique for Newton’s Method

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Combining stabilized SQP with the augmented Lagrangian algorithm

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An inexact restoration strategy for the globalization of the sSQP method

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On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions

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Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it

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Abstract Newtonian Frameworks and Their Applications

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On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers

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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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Numerical optimization. Theoretical and practical aspects. Transl. from the French

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Benchmarking optimization software with performance profiles.

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Global Optimization and Constraint Satisfaction

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Identifiers

zbMATH Open document ID

1360.65167

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Mathematics Subject Classification ID

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10.1007/S10957-016-0889-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:289075

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-Mikhail V. Solodov
@@ Property / author: Mikhail V. Solodov / rank @@
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@@ Property / author @@
+Mikhail V. Solodov
@@ Property / author: Mikhail V. Solodov / rank @@
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@@ Property / review text @@
+The authors propose a globalization approach to the stabilized sequential quadratic programming method (sSQP), by using line search in sSQP directions for minimizing the two-parameter primal-dual merit function of \textit{G. Di Pillo} and \textit{L. Grippo} [SIAM J. Control Optim. 17, 618--628 (1979; Zbl 0418.90077)]. Global convergence properties and the rate of convergence of the proposed algorithm are established. Computational experiments are also provided.
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+Nicolae Popovici
@@ Property / reviewed by: Nicolae Popovici / rank @@
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+C55
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@@ Property / zbMATH DE Number @@
+6586780
@@ Property / zbMATH DE Number: 6586780 / rank @@
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+stabilized sequential quadratic programming
@@ Property / zbMATH Keywords: stabilized sequential quadratic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+superlinear convergence
@@ Property / zbMATH Keywords: superlinear convergence / rank @@
+Normal rank
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+global convergence
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+exact penalty function
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+Normal rank
@@ Property / zbMATH Keywords @@
+second-order sufficiency
@@ Property / zbMATH Keywords: second-order sufficiency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+noncritical Lagrange multiplier
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+Normal rank
@@ Property / zbMATH Keywords @@
+numerical examples
@@ Property / zbMATH Keywords: numerical examples / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+primal-dual merit function
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+algorithm
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+SNOPT
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@@ Property / cites work @@
+Superlinear convergence of a stabilized SQP method to a degenerate solution
+Normal rank
@@ Property / cites work @@
+Stabilized sequential quadratic programming
@@ Property / cites work: Stabilized sequential quadratic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Local behavior of an iterative framework for generalized equations with nonisolated solutions
+Normal rank
@@ Property / cites work @@
+Modifying SQP for Degenerate Problems
@@ Property / cites work: Modifying SQP for Degenerate Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Newton-Type Methods for Optimization and Variational Problems
+Normal rank
@@ Property / cites work @@
+Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
+Normal rank
@@ Property / cites work @@
+Stabilized SQP revisited
@@ Property / cites work: Stabilized SQP revisited / rank @@
+Normal rank
@@ Property / cites work @@
+A New Class of Augmented Lagrangians in Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Q3690580
@@ Property / cites work: Q3690580 / rank @@
+Normal rank
@@ Property / cites work @@
+Enlarging the region of convergence of Newton's method for constrained optimization
+Normal rank
@@ Property / cites work @@
+A relaxed constant positive linear dependence constraint qualification and applications
+Normal rank
@@ Property / cites work @@
+Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
+Normal rank
@@ Property / cites work @@
+Properties of updating methods for the multipliers in augmented Lagrangians
+Normal rank
@@ Property / cites work @@
+A primal-dual augmented Lagrangian
@@ Property / cites work: A primal-dual augmented Lagrangian / rank @@
+Normal rank
@@ Property / cites work @@
+A Globally Convergent Stabilized SQP Method
@@ Property / cites work: A Globally Convergent Stabilized SQP Method / rank @@
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique for Newton’s Method
+Normal rank
@@ Property / cites work @@
+Combining stabilized SQP with the augmented Lagrangian algorithm
+Normal rank
@@ Property / cites work @@
+An inexact restoration strategy for the globalization of the sSQP method
+Normal rank
@@ Property / cites work @@
+On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
+Normal rank
@@ Property / cites work @@
+Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
+Normal rank
@@ Property / cites work @@
+Abstract Newtonian Frameworks and Their Applications
+Normal rank
@@ Property / cites work @@
+On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
+Normal rank
@@ Property / cites work @@
+SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Numerical optimization. Theoretical and practical aspects. Transl. from the French
+Normal rank
@@ Property / cites work @@
+Benchmarking optimization software with performance profiles.
+Normal rank
@@ Property / cites work @@
+Global Optimization and Constraint Satisfaction
@@ Property / cites work: Global Optimization and Constraint Satisfaction / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10957-016-0889-Y
@@ Property / DOI: 10.1007/S10957-016-0889-Y / rank @@
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+Publication:289075