Newton-type methods: a broader view
From MaRDI portal
Publication:2260691
DOI10.1007/s10957-014-0580-0zbMath1310.65063OpenAlexW2122358060MaRDI QIDQ2260691
Alexey F. Izmailov, Mikhail V. Solodov
Publication date: 11 March 2015
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-014-0580-0
algorithmconvergenceconstrained optimizationNewton methodsuperlinear convergenceaugmented Lagrangiangeneralized equation(perturbed) Josephy-Newton framework(perturbed) sequential quadratic programming framework
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53)
Related Items
Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants, Stability of metric regularity with set-valued perturbations and application to Newton's method for solving generalized equations, Combining stabilized SQP with the augmented Lagrangian algorithm, Superlinear convergence of the sequential quadratic method in constrained optimization, Sequential difference-of-convex programming, Some new facts about sequential quadratic programming methods employing second derivatives, Active‐Set Newton Methods and Partial Smoothness, On a Semismooth* Newton Method for Solving Generalized Equations, 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, Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stabilized SQP revisited
- Strongly regular nonsmooth generalized equations
- Newton's method for generalized equations: a sequential implicit function theorem
- Local convergence of an inexact-restoration method and numerical experiments
- Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
- A new line search inexact restoration approach for nonlinear programming
- A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
- Feasible direction interior-point technique for nonlinear optimization
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Stabilized sequential quadratic programming
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Newton's method for a class of nonsmooth functions
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- Pseudopower expansion of solutions of generalized equations and constrained optimization problems
- The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- Inexact-restoration algorithm for constrained optimization
- An inexact restoration strategy for the globalization of the sSQP method
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Multiplier and gradient methods
- Sequential Quadratic Programming Methods
- Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- A point-of-attraction result for Newton's method with point-based approximations
- A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems
- Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization
- Numerical methods for large-scale nonlinear optimization
- Implicit Functions and Solution Mappings
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- Convex minimization problems with weak constraint qualifications
- A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
- A two-stage feasible directions algorithm for nonlinear constrained optimization
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- Strongly Regular Generalized Equations
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
- Inexact Newton Methods
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Semismooth and Semiconvex Functions in Constrained Optimization
- Variational Analysis
- A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- Trust Region Methods
- Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
- A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
- Modifying SQP for Degenerate Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
- Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
- A Globally Convergent Linearly Constrained Lagrangian Method for Nonlinear Optimization
- Newton-Type Methods for Optimization and Variational Problems
- Abstract Newtonian Frameworks and Their Applications
- A quadratically-convergent algorithm for general nonlinear programming problems
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.