Stabilized SQP revisited
DOI10.1007/S10107-010-0413-3zbMATH Open1245.90145OpenAlexW2079693963MaRDI QIDQ431014FDOQ431014
Publication date: 26 June 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-010-0413-3
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constrained optimizationerror boundsuperlinear convergencesecond-order sufficiencystabilized SQPcritical multipliersdegenerate constraintslocal regularization
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)
Cites Work
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- Definite and Semidefinite Quadratic Forms
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- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
Cited In (49)
- A new trust region–sequential quadratic programming approach for nonlinear systems based on nonlinear model predictive control
- An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
- Accelerating convergence of the globalized Newton method to critical solutions of nonlinear equations
- Local properties and augmented Lagrangians in fully nonconvex composite optimization
- Subspace-stabilized sequential quadratic programming
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- Directional Quasi-/Pseudo-Normality as Sufficient Conditions for Metric Subregularity
- A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- A globally convergent regularized interior point method for 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
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Unit stepsize for the Newton method close to critical solutions
- Critical multipliers in variational systems via second-order generalized differentiation
- Combining stabilized SQP with the augmented Lagrangian algorithm
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
- Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Critical solutions of nonlinear equations: local attraction for Newton-type methods
- Improving the global convergence of inexact restoration methods for constrained optimization problems
- Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
- The Dines theorem and some other properties of quadratic mappings
- Newton's method may fail to recognize proximity to optimal points in constrained optimization
- Sequential quadratic programming methods for parametric nonlinear optimization
- Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
- Isolated calmness of perturbation mappings and superlinear convergence of Newton-type methods
- Criticality of Lagrange Multipliers in Variational Systems
- Safeguarded Augmented Lagrangian Methods in Banach Spaces
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
- A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
- Strong calmness of perturbed KKT system for a class of conic programming with degenerate solutions
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- An inexact restoration strategy for the globalization of the sSQP method
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Attraction of Newton method to critical Lagrange multipliers: fully quadratic case
- Behavior of Newton-type methods near critical solutions of nonlinear equations with semismooth derivatives
- A stabilized SQP method: superlinear convergence
- Newton-type methods: a broader view
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- A Regularized Factorization-Free Method for Equality-Constrained Optimization
- Convergence of a stabilized SQP method for equality constrained optimization
- Newton-type methods near critical solutions of piecewise smooth nonlinear equations
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
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