Modifying SQP for Degenerate Problems
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(43)- Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions
- An SQP algorithm for degenerate problems
- A reduced Hessian SQP method for inequality constrained optimization
- On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constraint degeneracy
- Subspace-stabilized sequential quadratic programming
- A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Resolving degeneracy in quadratic programming
- A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties
- Stabilized SQP revisited
- A globally convergent regularized interior point method for constrained optimization
- On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
- Local and global analysis of multiplier methods for constrained optimization in Banach spaces
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- A stabilized filter SQP algorithm for nonlinear programming
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
- Loss of Superlinear Convergence for an SQP-Type Method with Conic Constraints
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
- Convergence of the BFGS-SQP Method for Degenerate Problems
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- Newton's method may fail to recognize proximity to optimal points in constrained optimization
- Newton-type methods for constrained optimization with nonregular constraints
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- Nonlinear robust optimization via sequential convex bilevel programming
- Primal-dual active-set methods for large-scale optimization
- Improving ultimate convergence of an augmented Lagrangian method
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
- A stabilized SQP method: superlinear convergence
- An inexact restoration strategy for the globalization of the sSQP method
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming
- A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
- A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems
- Newton-type methods: a broader view
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
- Convergence of a stabilized SQP method for equality constrained optimization
- Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
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