Sharp primal superlinear convergence results for some Newtonian methods for constrained optimization
DOI10.1137/090776664zbMATH Open1235.90147OpenAlexW2067758385MaRDI QIDQ3083333FDOQ3083333
Damián Fernández, M. V. Solodov, A. F. Izmailov
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090776664
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sequential quadratic programmingsuperlinear convergenceNewton methodscritical multiplierslinearly constrained Lagrangian methods
Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cited In (10)
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- A globally convergent regularized interior point method for constrained optimization
- The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
- Critical solutions of nonlinear equations: stability issues
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- A superlinearly convergent primal — dual algorithm model for constrained optimization problems with bounded variables
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Newton-type methods: a broader view
- Some new facts about sequential quadratic programming methods employing second derivatives
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