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

sequential quadratic programmingsecond-order sufficiencysemismooth Newton methodmathematical programs with complementarity constraints\(B\)-differentialsemismoothness\(B\,D\)-regularity

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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Cites work

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• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Inexact Newton methods for solving nonsmooth equations
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Local convergence of quasi-Newton methods for B-differentiable equations
• Mathematical Programs with Equilibrium Constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
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• On second-order sufficient optimality conditions for c ^1,1-optimization problems
• Optimization and nonsmooth analysis
• Solving mathematical programs with complementarity constraints as nonlinear programs
• Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
• 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)

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

Describes a project that uses

Uses Software

• MacMPEC
• SQPlab
• PLCP

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