An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
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Cited in
(38)- Model-based principal components of correlation matrices
- Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions
- Dual convergence for penalty algorithms in convex programming
- An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
- Convergence analysis of a mixed logarithmic barrier-augmented Lagrangian algorithm without constraint qualification
- Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
- Computing lower rank approximations of matrix polynomials
- On the cost of solving augmented Lagrangian subproblems
- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- A primal-dual augmented Lagrangian
- Stabilized SQP revisited
- A globally convergent regularized interior point method for constrained optimization
- A globally convergent LP-Newton method
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- A regularized factorization-free method for equality-constrained optimization
- Combining stabilized SQP with the augmented Lagrangian algorithm
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- A stabilized filter SQP algorithm for nonlinear programming
- Local convergence of a primal-dual method for degenerate nonlinear programming
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Newton-type methods for constrained optimization with nonregular constraints
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- Sequential quadratic programming methods for parametric nonlinear optimization
- scientific article; zbMATH DE number 123740 (Why is no real title available?)
- Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
- Simultaneous Identification and Denoising of Dynamical Systems
- An optimization method for overdetermined kinematic problems formulated with natural coordinates
- A stabilized SQP method: superlinear convergence
- Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming
- A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- Adjusting dual iterates in the presence of critical Lagrange multipliers
- Convergence of a stabilized SQP method for equality constrained optimization
- 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
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
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