An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence

From MaRDI portal
Revision as of 23:35, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5317518

DOI10.1137/030601235zbMath1077.90067OpenAlexW2037328914MaRDI QIDQ5317518

Stephen J. Wright

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




Related Items (35)

On the componentwise boundedness away from zero of iterates generated by stabilized interior point methodsA mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimizationExamples of dual behaviour of Newton-type methods on optimization problems with degenerate constraintsA stabilized filter SQP algorithm for nonlinear programmingA globally convergent regularized interior point method for constrained optimizationModel-based principal components of correlation matricesCombining stabilized SQP with the augmented Lagrangian algorithmConvergence analysis of a regularized interior point algorithm for the barrier problems with singular solutionsConvergence of a stabilized SQP method for equality constrained optimizationAn LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutionsOn the cost of solving augmented Lagrangian subproblemsSimultaneous Identification and Denoising of Dynamical SystemsNewton-type methods for constrained optimization with nonregular constraintsTime-Varying Semidefinite Programming: Path Following a Burer–Monteiro FactorizationA quasi-Newton strategy for the SSQP method for variational inequality and optimization problemsAdjusting Dual Iterates in the Presence of Critical Lagrange MultipliersComputing nearby non-trivial Smith formsDual convergence for penalty algorithms in convex programmingStabilized SQP revisitedA primal-dual augmented LagrangianA note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systemsLocally polynomial method for solving systems of linear inequalitiesStabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problemsAn optimization method for overdetermined kinematic problems formulated with natural coordinatesGlobal and local convergence of a nonmonotone SQP method for constrained nonlinear optimizationSequential quadratic programming methods for parametric nonlinear optimizationA Regularized Factorization-Free Method for Equality-Constrained OptimizationOn attraction of Newton-type iterates to multipliers violating second-order sufficiency conditionsA stabilized SQP method: superlinear convergenceComputing lower rank approximations of matrix polynomialsThep-Factor-Lagrange Methods for Degenerate Nonlinear ProgrammingConvergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutionsA Globally Convergent LP-Newton MethodBoundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applicationsA 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