Error bounds and finite termination for constrained optimization problems
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Cites work
- A general descent framework for the monotone variational inequality problem
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A note on finite termination of iterative algorithms in mathematical programming
- A robust sequential quadratic programming method
- A structured reduced sequential quadratic programming and its application to a shape design problem
- Armijo Newton method for convex best interpolation
- Convergence properties of nonmonotone spectral projected gradient methods
- Efficient sequential quadratic programming implementations for equality-constrained discrete-time optimal control
- Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
- Global s-type error bound for the extended linear complementarity problem and applications.
- Global projection-type error bounds for general variational inequalities
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Local convergence analysis of projection-type algorithms: unified approach
- Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities
- On the Boundedness and Stability of Solutions to the Affine Variational Inequality Problem
- On the finite convergence of successive SDP relaxation methods
- Projected gradient methods for linearly constrained problems
- Some methods based on the D-gap function for solving monotone variational inequalities
- Stabilized sequential quadratic programming
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Unconstrained optimization reformulations of variational inequality problems
- Variational principles for variational inequalities
- Weak Sharp Minima in Mathematical Programming
- Weak Sharp Solutions of Variational Inequalities
Cited in
(9)- scientific article; zbMATH DE number 5704141 (Why is no real title available?)
- A global dual error bound and its application to the analysis of linearly constrained nonconvex optimization
- A global error bound via the SQP method for constrained optimization problem
- Computable error bounds for an optimization problem with parallelepiped constraint
- Optimal bounds for round-off errors in the cyclic peaceman-rachford iteration
- Error bounds for initial value problems by optimization
- Two error bounds for constrained optimization problems and their applications
- scientific article; zbMATH DE number 5283371 (Why is no real title available?)
- Stopping rules and backward error analysis for bound-constrained optimization
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