Globally and Superlinearly Convergent Algorithm for Minimizing a Normal Merit Function

DOI10.1137/S0363012996310245zbMATH Open0916.65051OpenAlexW2061555414MaRDI QIDQ4388945FDOQ4388945

Liqun Qi, Elijah Polak

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

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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)

Cited In (4)

• A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
• 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

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