Globally and Superlinearly Convergent Algorithm for Minimizing a Normal Merit Function

DOI10.1137/S0363012996310245MaRDI QIDQ4388945zbMATHOpenAlexFDO

Authors Elijah Polak, Liqun Qi

Publication date 10 May 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012996310245

zbMATH Keywords

global convergencevariational inequalitiessuperlinear convergencegeneralized Newton methodfirst-order algorithmsystems of nonsmooth equationsnormal merit function

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical computation of solutions to systems of equations (65H10) Variational inequalities (49J40) Newton-type methods (49M15)

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(4)

• Quadratically constraint quadratical algorithm model for nonlinear minimax problems
• A merit function approach to the subgradient method with averaging
• A quadratically approximate framework for constrained optimization, global and local convergence
• A sequential quadratically constrained quadratic programming method for unconstrained minimax problems

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