Stability in the presence of degeneracy and error estimation

DOI10.1007/S101070050051zbMATH Open0956.90049OpenAlexW2078921378MaRDI QIDQ1295963FDOQ1295963

M. Seetharama Gowda, William Hager

Publication date: 1999

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101070050051

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zbMATH Keywords

perturbation theoryerror estimationstability analysismerit functionsdegenerate optimizationquadratic program stability

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Cited In (34)

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• AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY
• Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
• On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
• Stabilized SQP Methods in Hilbert Spaces
• A stabilized filter SQP algorithm for nonlinear programming
• Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers
• Active-set Newton methods for mathematical programs with vanishing constraints
• The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
• Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
• Newton-type methods for constrained optimization with nonregular constraints
• Critical solutions of nonlinear equations: stability issues
• A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
• Sequential quadratic programming methods for parametric nonlinear optimization
• Error estimation in nonlinear optimization
• Criticality of Lagrange Multipliers in Variational Systems
• Improving ultimate convergence of an augmented Lagrangian method
• Strong calmness of perturbed KKT system for a class of conic programming with degenerate solutions
• Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• 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
• Solution sensitivity for Karush–Kuhn–Tucker systems with non-unique Lagrange multipliers
• Pathfollowing for parametric mathematical programs with complementarity constraints
• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
• 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

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