A superlinearly convergent method to linearly constrained optimization problems under degeneracy (Q1058463)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A superlinearly convergent method to linearly constrained optimization problems under degeneracy
scientific article

    Statements

    A superlinearly convergent method to linearly constrained optimization problems under degeneracy (English)
    0 references
    0 references
    0 references
    1984
    0 references
    Most papers concerning nonlinear programming problems with linear constraints assume linear independence of the gradients of the active constraints at any feasible point. In this paper we remove this assumption and give an algorithm and prove its convergence. Also, under appropriate assumptions on the objective functions, including one which could be viewed as an extension of the strict complementary slackness condition at the optimal solution, we prove the rate of convergence of the algorithm to be superlinear.
    0 references
    degenerate case
    0 references
    linear constraints
    0 references
    rate of convergence
    0 references
    superlinear
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references