Some theoretical limitations of second-order algorithms for smooth constrained optimization

DOI10.1016/J.ORL.2018.02.007MaRDI QIDQ2417153zbMATH OpenOpenAlexWikidataFDO

Authors Gabriel Haeser

Publication date 11 June 2019

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2018.02.007

zbMATH Keywords

global convergencesecond-order optimality conditionsconstant rankconstraint qualificationsecond-order algorithms

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

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• Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
• On a conjecture in second-order optimality conditions
• On second-order optimality conditions for nonlinear programming
• On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization
• On the complexity of approximating a KKT point of quadratic programming
• Second-order negative-curvature methods for box-constrained and general constrained optimization
• Set-valued analysis
• Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization

Cited in

(5)

• Computing second-order points under equality constraints: revisiting Fletcher's augmented Lagrangian
• On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
• A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
• A second-order smooth penalty function algorithm for constrained optimization problems
• On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods

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