Error estimation in nonlinear optimization
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Publication:2250085
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Cites work
- A comparison of error bounds for linear complementarity problems of \(H\)-matrices
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- Application of the dual active set algorithm to quadratic network optimization
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- Error bounds for the linear complementarity problem with a P-matrix
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- On relaxed constant rank regularity condition in mathematical programming
- On sequential optimality conditions for smooth constrained optimization
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- Stability in the presence of degeneracy and error estimation
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
Cited in
(6)- Stability in the presence of degeneracy and error estimation
- Approximations and solution estimates in optimization
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- Multigoal-oriented error estimates for non-linear problems
- On numerical estimates of errors in solving convex optimization problems
- On optimality conditions for nonlinear conic programming
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