Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
DOI10.1007/S10957-016-0889-YzbMATH Open1360.65167OpenAlexW2256780975MaRDI QIDQ289075FDOQ289075
Authors: A. F. Izmailov, E. I. Uskov, M. V. Solodov 
Publication date: 27 May 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0889-y
Recommendations
numerical examplesalgorithmglobal convergencesuperlinear convergenceexact penalty functionnoncritical Lagrange multiplierprimal-dual merit functionsecond-order sufficiencystabilized sequential quadratic programming
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55)
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Cited In (17)
- A regularization method for constrained nonlinear least squares
- On the cost of solving augmented Lagrangian subproblems
- Subspace-stabilized sequential quadratic programming
- A globally convergent regularized interior point method for constrained optimization
- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- A regularized factorization-free method for equality-constrained optimization
- Combining stabilized SQP with the augmented Lagrangian algorithm
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
- Solving graph coloring problems with the Douglas-Rachford algorithm
- A product space reformulation with reduced dimension for splitting algorithms
- An enhanced formulation for solving graph coloring problems with the Douglas-Rachford algorithm
- Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
- Newton's method may fail to recognize proximity to optimal points in constrained optimization
- An inexact restoration strategy for the globalization of the sSQP method
- Convergence of a stabilized SQP method for equality constrained optimization
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
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