Subspace-stabilized sequential quadratic programming

DOI10.1007/S10589-016-9890-5zbMATH Open1375.90315OpenAlexW2568842586MaRDI QIDQ2012234FDOQ2012234

A. F. Izmailov, E. I. Uskov

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

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zbMATH Keywords

sequential quadratic programmingglobal convergencesuperlinear convergencenoncritical Lagrange multiplierdual stabilizationdegenerate solution

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55)

Cites Work

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

Cited In (4)

• A globally convergent regularized interior point method for constrained optimization
• A globally convergent Levenberg-Marquardt method for equality-constrained optimization
• A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs
• Convergence of a stabilized SQP method for equality constrained optimization

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