A superlinearly convergent method to linearly constrained optimization problems under degeneracy

DOI10.1007/BF01883895MaRDI QIDQ1058463zbMATH OpenFDO

Authors Xiangyun Gui, Du Ding-Zhu

Publication date 1984

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01883895

zbMATH Keywords

degenerate caselinear constraintsrate of convergencesuperlinear

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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.

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Cited in

(11)

• A robust superlinearly convergent algorithm for linearly constrained optimization problems under degeneracy
• A general technique for dealing with degeneracy in reduced gradient methods for linearly constrained nonlinear programming
• Global convergence of Rosen's gradient projection method
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• A Mixed and Superlinearly Convergent Algorithm for Constrained Optimization
• How does the linear independence assumption affect algorithms of nonlinear constrained optimization
• Can linear superiorization be useful for linear optimization problems?
• Remarks on the convergence of Rosen's gradient projection method
• On Rosen's gradient projection methods

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