Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms

DOI10.1007/BF01585500zbMATH Open0294.90078MaRDI QIDQ4047415FDOQ4047415

Authors: Stephen M. Robinson 

Publication date: 1974

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Sensitivity, stability, well-posedness (49K40)

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Cited In (76)

• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• A projected Newton method in a Cartesian product of balls
• A parallel inexact Newton method for stochastic programs with recourse
• Applications of the method of partial inverses to convex programming: Decomposition
• Estimates for Kuhn-Tucker points of perturbed convex programs
• A robust sequential quadratic programming method
• Lipschitz properties of solutions in mathematical programming
• Global and local convergence of a class of penalty-free-type methods for nonlinear programming
• Superlinearly convergent algorithm for min-max problems
• Degeneracy in NLP and the development of results motivated by its presence
• A recursive quadratic programming algorithm for semi-infinite optimization problems
• Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences
• Computable bounds on parametric solutions of convex problems
• Global and local convergence of a filter line search method for nonlinear programming
• A globally and superlinearly convergent feasible QP-free method for nonlinear programming
• A superlinearly convergent method of feasible directions.
• A globally convergent method for nonlinear programming
• A superlinearly convergent numerical algorithm for nonlinear programming
• A second-order method for the general nonlinear programming problem
• The Lagrange-Newton method for state constrained optimal control problems
• A globally convergent algorithm for nonlinearly constrained optimization problems
• A new SQP method of feasible directions for nonlinear programming.
• Max-min resource allocation
• Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
• A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
• On combining feasibility, descent and superlinear convergence in inequality constrained optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Enlarging the region of convergence of Newton's method for constrained optimization
• Sensitivity and stability analysis for nonlinear programming
• Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
• A norm-relaxed method of feasible directions for finely discretized problems from semi-infinite programming
• Inexact Newton-type optimization with iterated sensitivities
• Stability and sensitivity-analysis for stochastic programming
• An SQP method for optimal control of weakly singular Hammerstein integral equations
• Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
• Newton's method and its use in optimization
• Inexact Newton methods for the nonlinear complementarity problem
• Exact penalty function algorithm with simple updating of the penalty parameter
• On the differentiability of optimal values for bounded nonlinear programs with equality constraints
• Sensitivity analysis in economics
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Rejoinder on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• Sequential quadratic programming methods for parametric nonlinear optimization
• Parametric sensitivity analysis of perturbed PDE optimal control problems with state and control constraints
• A projected gradient and constraint linearization method for nonlinear model predictive control
• Generalized implicit function theorem and its application to parametric optimal control problems
• A robust secant method for optimization problems with inequality constraints
• Some inverse mapping theorems
• Newton-type methods: a broader view
• Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
• A sequential quadratic programming method for potentially infeasible mathematical programs
• Sequential quadratic programming algorithm for discrete optimal control problems with control inequality constraints
• Substitution secant/finite difference method to large sparse minimax problems
• Rates of convergence for adaptive Newton methods
• An iterative working-set method for large-scale nonconvex quadratic programming
• Newton's method for a class of nonsmooth functions
• The linearization method
• Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton's method
• The lagrange-newton method for infinite-dimensional optimization problems
• On the global and superlinear convergence of a discretized version of Wilson's method
• Newton's method for singular constrained optimization problems
• A special newton-type optimization method
• Convergence of algorithms for perturbed optimization problems
• The Lagrange-Newton method for nonlinear optimal control problems
• Sensitivity analysis for nonlinear programming using penalty methods
• Solving Stackelberg equilibrium for multi objective aerodynamic shape optimization
• Perturbation analysis of nonlinear semidefinite programming under Jacobian uniqueness conditions
• Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
• Exponential decay of sensitivity in graph-structured nonlinear programs
• Fixed-time control under spatiotemporal and input constraints: a quadratic programming based approach
• Convergence analysis of the semismooth Newton method for sparse control problems governed by semilinear elliptic equations
• A globally convergent version of a general recursive algorithm for nonlinear programming
• Direct optimal control and model predictive control
• Superlinear convergence of the sequential quadratic method in constrained optimization
• A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results

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