Newton's method may fail to recognize proximity to optimal points in constrained optimization
DOI10.1007/S10107-016-0994-6zbMATH Open1356.90137OpenAlexW2337889625MaRDI QIDQ344970FDOQ344970
Authors: L. T. Santos, R. Andreani, J. M. Martínez
Publication date: 25 November 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-0994-6
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Cites Work
- Practical augmented Lagrangian methods for constrained optimization
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- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Stabilized SQP revisited
- Modifying SQP for Degenerate Problems
- Combining stabilized SQP with the augmented Lagrangian algorithm
- On sequential optimality conditions for smooth constrained optimization
- A practical optimality condition without constraint qualifications for nonlinear programming
- A new sequential optimality condition for constrained optimization and algorithmic consequences
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
Cited In (10)
- On the best achievable quality of limit points of augmented Lagrangian schemes
- Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
- Simple examples for the failure of Newton's method with line search for strictly convex minimization
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
- Complexity and performance of an augmented Lagrangian algorithm
- On the convergence of Newton iterations to non-stationary points
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- A novel sequential optimality condition for smooth constrained optimization and algorithmic consequences
- On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
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