Newton-type methods: a broader view

DOI10.1007/S10957-014-0580-0zbMath1310.65063OpenAlexW2122358060MaRDI QIDQ2260691

Alexey F. Izmailov, Mikhail V. Solodov

Publication date: 11 March 2015

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

Full work available at URL: https://doi.org/10.1007/s10957-014-0580-0

zbMATH Keywords

algorithmconvergenceconstrained optimizationNewton methodsuperlinear convergenceaugmented Lagrangiangeneralized equation(perturbed) Josephy-Newton framework(perturbed) sequential quadratic programming framework

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53)

Related Items (11)

Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants ⋮ Stability of metric regularity with set-valued perturbations and application to Newton's method for solving generalized equations ⋮ Combining stabilized SQP with the augmented Lagrangian algorithm ⋮ Superlinear convergence of the sequential quadratic method in constrained optimization ⋮ Sequential difference-of-convex programming ⋮ Some new facts about sequential quadratic programming methods employing second derivatives ⋮ Active‐Set Newton Methods and Partial Smoothness ⋮ On a Semismooth* Newton Method for Solving Generalized Equations ⋮ Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it ⋮ Rejoinder on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it ⋮ Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization

Uses Software

• PLCP
• MINOS
• SQPlab

Cites Work

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