Stabilized sequential quadratic programming
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Publication:1294816
DOI10.1023/A:1008640419184zbMATH Open1040.90566OpenAlexW2153993279MaRDI QIDQ1294816FDOQ1294816
Authors: William Hager 
Publication date: 1999
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008640419184
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sequential quadratic programmingerror estimationquadratic convergencesuperlinear convergencestabilized SQPdegenerate optimization
Cited In (46)
- Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions
- An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
- A special complementarity function revisited
- On the cost of solving augmented Lagrangian subproblems
- Subspace-stabilized sequential quadratic programming
- A hybrid algorithm for nonlinear minimax problems
- An infeasible nonmonotone SSLE algorithm for nonlinear programming
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- A primal-dual augmented Lagrangian
- Stabilized SQP revisited
- A globally convergent regularized interior point method for constrained optimization
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
- A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- Combining stabilized SQP with the augmented Lagrangian algorithm
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- Stabilized SQP Methods in Hilbert Spaces
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
- A stabilized filter SQP algorithm for nonlinear programming
- Critical solutions of nonlinear equations: local attraction for Newton-type methods
- A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
- Constrained Lipschitzian error bounds and noncritical solutions of constrained equations
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- Title not available (Why is that?)
- Newton-type methods for constrained optimization with nonregular constraints
- Error bounds and finite termination for constrained optimization problems
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming
- An inexact restoration strategy for the globalization of the sSQP method
- Primal-dual active-set methods for large-scale optimization
- Behavior of Newton-type methods near critical solutions of nonlinear equations with semismooth derivatives
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
- A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems
- Newton-type methods: a broader view
- Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
- A Regularized Factorization-Free Method for Equality-Constrained Optimization
- Convergence of a stabilized SQP method for equality constrained optimization
- Newton-type methods near critical solutions of piecewise smooth nonlinear equations
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems
- A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
- Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces
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