On the Accurate Identification of Active Constraints
From MaRDI portal
Publication:4229470
DOI10.1137/S1052623496305882zbMath0960.90080OpenAlexW2088241859MaRDI QIDQ4229470
Francisco Facchinei, Christian Kanzow, Andreas Fischer
Publication date: 22 February 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623496305882
variational inequalitiesconstrained optimizationactive constraintsdegeneracyidentification of active constraints
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Some recent advances in projection-type methods for variational inequalities, A new active-set strategy for NCP with degenerate solutions, On the Newton-type method with admissible trajectories for mixed complementarity problems, A modified SQP algorithm for minimax problems, A superlinearly convergent hybrid algorithm for solving nonlinear programming, An inexact-restoration method for nonlinear bilevel programming problems, Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints, On the convergence of an active-set method for ℓ1minimization, A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming, On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints, An active-set Levenberg-Marquardt method for degenerate nonlinear complementarity problem under local error bound conditions, Error bounds in mathematical programming, An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization, Primal-dual interior-point method for an optimization problem related to the modeling of atmospheric organic aerosols, Local feasible QP-free algorithms for the constrained minimization of SC\(^1\) functions, A method combining norm-relaxed QCQP subproblems with active set identification for inequality constrained optimization, Primal-dual interior point QP-free algorithm for nonlinear constrained optimization, A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints, Solving the general quadratic programming problem in a finite number of steps, Active-set Newton methods for mathematical programs with vanishing constraints, Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions, Accelerating block coordinate descent methods with identification strategies, A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme, An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions, On regularity conditions for complementarity problems, Pathfollowing for parametric mathematical programs with complementarity constraints, On the cost of solving augmented Lagrangian subproblems, An active set strategy based on the multiplier function or the gradient., Newton-type methods for constrained optimization with nonregular constraints, A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization, New numerical methods and some applied aspects of the p-regularity theory, Dual convergence for penalty algorithms in convex programming, Stabilized SQP revisited, A superlinearly convergent method of quasi-strongly sub-feasible directions with active set identifying for constrained optimization, A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems, Modified active set projected spectral gradient method for bound constrained optimization, Locally polynomial method for solving systems of linear inequalities, Solving convex quadratic bilevel programming problems using an enumeration sequential quadratic programming algorithm, Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems, Relaxing Kink Qualifications and Proving Convergence Rates in Piecewise Smooth Optimization, Partial projected Newton method for a class of stochastic linear complementarity problems, Linear and nonlinear error bounds for lower semicontinuous functions, A working set SQCQP algorithm with simple nonmonotone penalty parameters, Improving ultimate convergence of an augmented Lagrangian method, Sequential quadratic programming methods for parametric nonlinear optimization, A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares, Superlinearly convergent norm-relaxed SQP method based on active set identification and new line search for constrained minimax problems, DirectionalK-epiderivatives and error bound, A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization, Trust-region method for box-constrained semismooth equations and its applications to complementary problems, A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points, AN INFEASIBLE SSLE FILTER ALGORITHM FOR GENERAL CONSTRAINED OPTIMIZATION WITHOUT STRICT COMPLEMENTARITY, A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints, A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse, Simple sequential quadratically constrained quadratic programming feasible algorithm with active identification sets for constrained minimax problems, Generalized Nash equilibrium problems and Newton methods, A coordinate gradient descent method for nonsmooth separable minimization, A stabilized SQP method: superlinear convergence, On the accurate identification of active set for constrained minimax problems, Local convergence behavior of some projection-type methods for affine variational inequalities, A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems, Primal-dual interior-point method for thermodynamic gas-particle partitioning, A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem, Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs, An accurate active set Newton algorithm for large scale bound constrained optimization., Solving equations via the trust region and its application to a class of stochastic linear complementarity problems, Solving nonlinear complementarity problems with neural networks: A reformulation method approach, Sequential systems of linear equations method for general constrained optimization without strict complementarity, A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization, An active set quasi-Newton method with projected search for bound constrained minimization, Hybrid approach with active set identification for mathematical programs with complementarity constraints, A projected semismooth Newton method for problems of calibrating least squares covariance matrix, A new feasible descent primal-dual interior point algorithm for nonlinear inequality constrained optimization, Smoothing Newton method for NCP with the identification of degenerate indices, An accelerated active-set algorithm for a quadratic semidefinite program with general constraints, Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming, An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization, A QP-free algorithm of quasi-strongly sub-feasible directions for inequality constrained optimization, A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization, A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization, Conjugate gradient method for the linear complementarity problem withs-matrix, New active set identification for general constrained optimization and minimax problems, Local convergence analysis of projection-type algorithms: unified approach, An infeasible active-set QP-free algorithm for general nonlinear programming, An active set sequential quadratic programming algorithm for nonlinear optimisation, Some characterizations of error bound for non-lower semicontinuous functions, A global QP-free algorithm for mathematical programs with complementarity constraints, Globally and superlinearly convergent algorithms for the solution of box-constrained optimi\-zation, Minimization over the \(\ell_1\)-ball using an active-set non-monotone projected gradient, An active-set algorithmic framework for non-convex optimization problems over the simplex, Active‐Set Newton Methods and Partial Smoothness, An infeasible QP-free method without a penalty function for nonlinear inequality constrained optimization, Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, Active-set prediction for interior point methods using controlled perturbations
