Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints

DOI10.1080/10556788.2011.557727MaRDI QIDQ3096884zbMATH OpenOpenAlexFDO

Authors A. L. Pogosyan, A. F. Izmailov, M. V. Solodov

Publication date 15 November 2011

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2011.557727

zbMATH Keywords

\(B\,D\)-regularity\(B\)-differentialmathematical programs with complementarity constraintssecond-order sufficiencysemismooth Newton methodsemismoothnesssequential quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

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Cites work

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• Inexact Newton methods for solving nonsmooth equations
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• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
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• Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
• The Theory of 2-Regularity for Mappings with Lipschitzian Derivatives and its Applications to Optimality Conditions

Cited in

(3)

• Frequency-sparse optimal quantum control
• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
• Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints

Describes a project that uses

Uses Software

• PLCP
• SQPlab
• MacMPEC

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