Newton-Type Methods for Optimization Problems without Constraint Qualifications

DOI10.1137/S1052623403427264zbMath1106.90077MaRDI QIDQ4652002

Alexey F. Izmailov, Mikhail V. Solodov

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

regularityNewton methodsingular-value decompositionsecond-order sufficiencyconstraints degeneracymathematical programs with complementarity constraints (MPCC)

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items (20)

Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ Local convergence analysis of Newton's method for solving strongly regular generalized equations ⋮ Model-based principal components of correlation matrices ⋮ Convergence of a stabilized SQP method for equality constrained optimization ⋮ An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions ⋮ Newton-type methods for constrained optimization with nonregular constraints ⋮ The Dines theorem and some other properties of quadratic mappings ⋮ Stabilized SQP revisited ⋮ A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems ⋮ Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems ⋮ An optimization method for overdetermined kinematic problems formulated with natural coordinates ⋮ New implementations of the 2-factor method ⋮ On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions ⋮ A stabilized SQP method: superlinear convergence ⋮ Subspace-stabilized sequential quadratic programming ⋮ Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming ⋮ Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions ⋮ A Globally Convergent LP-Newton Method ⋮ 2-factor Newton method for solving constrained optimization problems with a degenerate Kuhn-Tucker system

Uses Software

• MacMPEC

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