An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
From MaRDI portal
Publication:5317518
DOI10.1137/030601235zbMath1077.90067OpenAlexW2037328914MaRDI QIDQ5317518
Publication date: 16 September 2005
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/030601235
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Methods of successive quadratic programming type (90C55)
Related Items (35)
On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods ⋮ A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization ⋮ Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints ⋮ A stabilized filter SQP algorithm for nonlinear programming ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ Model-based principal components of correlation matrices ⋮ Combining stabilized SQP with the augmented Lagrangian algorithm ⋮ Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions ⋮ Convergence of a stabilized SQP method for equality constrained optimization ⋮ An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions ⋮ On the cost of solving augmented Lagrangian subproblems ⋮ Simultaneous Identification and Denoising of Dynamical Systems ⋮ Newton-type methods for constrained optimization with nonregular constraints ⋮ Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization ⋮ A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems ⋮ Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers ⋮ Computing nearby non-trivial Smith forms ⋮ Dual convergence for penalty algorithms in convex programming ⋮ Stabilized SQP revisited ⋮ A primal-dual augmented Lagrangian ⋮ A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems ⋮ Locally polynomial method for solving systems of linear inequalities ⋮ 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 ⋮ Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization ⋮ Sequential quadratic programming methods for parametric nonlinear optimization ⋮ A Regularized Factorization-Free Method for Equality-Constrained Optimization ⋮ On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions ⋮ A stabilized SQP method: superlinear convergence ⋮ Computing lower rank approximations of matrix polynomials ⋮ 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 ⋮ Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications ⋮ A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
This page was built for publication: An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence