Subspace-stabilized sequential quadratic programming

DOI10.1007/S10589-016-9890-5MaRDI QIDQ2012234zbMATH OpenOpenAlexFDO

Authors E. I. Uskov, A. F. Izmailov

Publication date 28 July 2017

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-016-9890-5

zbMATH Keywords

sequential quadratic programmingglobal convergencesuperlinear convergencenoncritical Lagrange multiplierdual stabilizationdegenerate solution

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55)

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Cites work

• A Globally Convergent Stabilized SQP Method
• A New Class of Augmented Lagrangians in Nonlinear Programming
• A primal-dual augmented Lagrangian
• A stabilized SQP method: global convergence
• A stabilized SQP method: superlinear convergence
• An inexact restoration strategy for the globalization of the sSQP method
• Attraction of Newton method to critical Lagrange multipliers: fully quadratic case
• Benchmarking optimization software with performance profiles.
• Combining stabilized SQP with the augmented Lagrangian algorithm
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Constraint identification and algorithm stabilization for degenerate nonlinear programs
• Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
• Local behavior of an iterative framework for generalized equations with nonisolated solutions
• Modifying SQP for Degenerate Problems
• Newton-Type Methods for Optimization Problems without Constraint Qualifications
• Newton-Type Methods for Optimization and Variational Problems
• Numerical behavior of a stabilized SQP method for degenerate NLP problems
• On analytical and computational stability of critical Lagrange multipliers
• On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
• Rejoinder on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Stabilized SQP revisited
• Stabilized sequential quadratic programming
• Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
• Superlinear convergence of a stabilized SQP method to a degenerate solution

Cited in

(8)

• Numerical behavior of a stabilized SQP method for degenerate NLP problems
• A stabilized SQP method: global convergence
• Stabilized SQP revisited
• Convergence of a stabilized SQP method for equality constrained optimization
• Combining stabilized SQP with the augmented Lagrangian algorithm
• A globally convergent Levenberg-Marquardt method for equality-constrained optimization
• A globally convergent regularized interior point method for constrained optimization
• A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs

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