Attraction of Newton method to critical Lagrange multipliers: fully quadratic case

DOI10.1007/S10107-014-0777-XzbMath1322.49046OpenAlexW2006146953MaRDI QIDQ494312

E. I. Uskov, Alexey F. Izmailov

Publication date: 31 August 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-014-0777-x

zbMATH Keywords

quadratic optimizationNewton methodcritical Lagrange multipliersLagrange optimality system

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15)

Related Items (5)

Critical solutions of nonlinear equations: stability issues ⋮ Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers ⋮ Critical solutions of nonlinear equations: local attraction for Newton-type methods ⋮ Subspace-stabilized sequential quadratic programming ⋮ 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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