Sharp primal superlinear convergence results for some Newtonian methods for constrained optimization

DOI10.1137/090776664MaRDI QIDQ3083333zbMATH OpenOpenAlexFDO

Authors Damián Fernández, A. F. Izmailov, M. V. Solodov

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

zbMATH Keywords

sequential quadratic programmingsuperlinear convergenceNewton methodscritical multiplierslinearly constrained Lagrangian methods

Mathematics Subject Classification ID

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)

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Cited in

(14)

• Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
• On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
• Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
• A globally convergent regularized interior point method for constrained optimization
• A general perturbed Newtonian framework and critical solutions of nonlinear equations
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
• Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
• Critical solutions of nonlinear equations: stability issues
• 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
• Superlinear convergence of the sequential quadratic method in constrained optimization
• Newton-type methods: a broader view
• Some new facts about sequential quadratic programming methods employing second derivatives
• Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization

Describes a project that uses

Uses Software

• SQPlab
• MINOS

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