Local analysis of Newton-type methods for variational inequalities and nonlinear programming
From MaRDI portal
Publication:1317308
DOI10.1007/BF01204181zbMath0809.90115OpenAlexW2141640731MaRDI QIDQ1317308
Publication date: 28 March 1995
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01204181
normal conequadratic convergencesuperlinear convergenceNewton-type methods for variational inequalitiessemistable solutionweak second- order condition
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Variational inequalities (49J40)
Related Items
Newton's method for solving generalized equations: Kantorovich's and Smale's approaches, On the Newton-type method with admissible trajectories for mixed complementarity problems, Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants, On semiregularity of mappings, Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems, Structured Sparsity: Discrete and Convex Approaches, Robust recursive quadratic programming algorithm model with global and superlinear convergence properties, Critical multipliers in variational systems via second-order generalized differentiation, On ranges of set-valued mappings, Convergence of inexact Newton methods for generalized equations, Normality and uniqueness of Lagrange multipliers, On the strong subregularity of the optimality mapping in mathematical programming and calculus of variations, Local convergence analysis of Newton's method for solving strongly regular generalized equations, A tri-dimensional filter SQP algorithm for variational inequality problems, A superlinearly convergent numerical algorithm for nonlinear programming, A new descent method for symmetric non-monotone variational inequalities with application to eigenvalue complementarity problems, Active-set Newton methods for mathematical programs with vanishing constraints, A Newton iteration for differentiable set-valued maps, On the application of the SCD semismooth* Newton method to variational inequalities of the second kind, On regularity conditions for complementarity problems, Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials, The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization, Newton-type methods for constrained optimization with nonregular constraints, Secant-inexact projection algorithms for solving a new class of constrained mixed generalized equations problems, Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization, On a unified convergence analysis for Newton-type methods solving generalized equations with the Aubin property, A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems, Superlinear convergence of the sequential quadratic method in constrained optimization, Stabilized SQP revisited, Supercalm multifunctions for convergence analysis, On the strong subregularity of the optimality mapping in an optimal control problem with pointwise inequality control constraints, Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems, Local convergence of quasi-Newton methods under metric regularity, On the local and superlinear convergence of a secant modified linear-programming-Newton method, A quasi-Newton modified LP-Newton method, Sequential quadratic programming methods for parametric nonlinear optimization, A robust semi-local convergence analysis of Newton's method for cone inclusion problems in Banach spaces under affine invariant majorant condition, Newton's method with feasible inexact projections for solving constrained generalized equations, AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY, A globally convergent BFGS method for pseudo-monotone variational inequality problems, Extended Newton-type method for nonlinear functions with values in a cone, A Mixed and Superlinearly Convergent Algorithm for Constrained Optimization, A projection-filter method for solving nonlinear complementarity problems, A self-adaptive gradient projection algorithm for the nonadditive traffic equilibrium problem, An iterative method for semistable solutions, 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, Sequential systems of linear equations method for general constrained optimization without strict complementarity, A new proximal-based globalization strategy for the Josephy‐Newton method for variational inequalities, A spectral quadratic-SDP method with applications to fixed-order \(H_2\) and \(H_\infty\) synthesis, Implicit multifunction theorems for the sensitivity analysis of variational conditions, Criticality of Lagrange Multipliers in Variational Systems, Metric regularity properties in bang-bang type linear-quadratic optimal control problems, Self-concordant inclusions: a unified framework for path-following generalized Newton-type algorithms, Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems, A feasible and superlinear algorithm for inequality constrained minimization problems, Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization, Generalized equations, variational inequalities and a weak Kantorovich theorem, A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations, Generalized self-concordant functions: a recipe for Newton-type methods, Active‐Set Newton Methods and Partial Smoothness, A globally and superlinearly convergent feasible QP-free method for nonlinear programming, Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods, On Newton's method for solving generalized equations, Convergence of quasi-Newton methods for solving constrained generalized equations, Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Second-order and related extremality conditions in nonlinear programming
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- On concepts of directional differentiability
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
- The Strong Positivity Conditions
- Orthogonal Projections on Convex Sets for Newton-Like Methods
- Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
- Strongly Regular Generalized Equations
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Quasi-Newton Methods, Motivation and Theory
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- Variational inequalities
