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

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 3900522
Language Label Description Also known as
default for all languages
No label defined
    English
    A superlinearly convergent method to linearly constrained optimization problems under degeneracy
    scientific article; zbMATH DE number 3900522

      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