Combining stabilized SQP with the augmented Lagrangian algorithm

DOI10.1007/S10589-015-9744-6zbMath1353.90144OpenAlexW2015757834MaRDI QIDQ887169

E. I. Uskov, Alexey F. Izmailov, Mikhail V. Solodov

Publication date: 28 October 2015

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-015-9744-6

zbMATH Keywords

global convergencesuperlinear convergenceaugmented Lagrangianstabilized sequential quadratic programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (17)

On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods ⋮ Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function ⋮ Packing ellipsoids by nonlinear optimization ⋮ Newton's method may fail to recognize proximity to optimal points in constrained optimization ⋮ A nonlinear programming model with implicit variables for packing ellipsoids ⋮ A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs ⋮ On the cost of solving augmented Lagrangian subproblems ⋮ A regularization method for constrained nonlinear least squares ⋮ A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces ⋮ A globally convergent Levenberg-Marquardt method for equality-constrained optimization ⋮ A Regularized Factorization-Free Method for Equality-Constrained Optimization ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ Subspace-stabilized sequential quadratic programming ⋮ Sequential quadratic programming method for nonlinear least squares estimation and its application ⋮ Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers ⋮ Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it ⋮ Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it

Uses Software

• SNOPT
• ALGENCAN

Cites Work

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• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
• Sequential Quadratic Programming Methods
• On the limiting properties of dual trajectories in the Lagrange multipliers method
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• Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
• An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
• Practical Augmented Lagrangian Methods for Constrained Optimization

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