On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods

DOI10.1137/S1052623497326629zbMATH Open0999.90037OpenAlexW1991359458MaRDI QIDQ4509745FDOQ4509745

Publication date: 19 October 2000

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623497326629

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constrained optimization global convergence superlinear convergence constraint qualification KKT point feasible SQP method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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An approximate strong KKT condition for multiobjective optimization
Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
A relaxed constant positive linear dependence constraint qualification and applications
A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
Quasi-Newton acceleration for equality-constrained minimization
A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization
Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
Low order-value approach for solving var-constrained optimization problems
A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
On approximate KKT condition and its extension to continuous variational inequalities
Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
Two new weak constraint qualifications and applications
On optimality conditions for nonlinear conic programming
Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
Optimality conditions and global convergence for nonlinear semidefinite programming
Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
Sequential equality-constrained optimization for nonlinear programming
Implications of the constant rank constraint qualification
A stabilized filter SQP algorithm for nonlinear programming
Handling infeasibility in a large-scale nonlinear optimization algorithm
Global convergence of a robust filter SQP algorithm
On relaxing the Mangasarian-Fromovitz constraint qualification
First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
Second-order negative-curvature methods for box-constrained and general constrained optimization
Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
On sequential optimality conditions for smooth constrained optimization
Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
Relaxation approach for equilibrium problems with equilibrium constraints
A smoothing Newton method for semi-infinite programming
A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming
A new line search inexact restoration approach for nonlinear programming
On error bounds and Newton-type methods for generalized Nash equilibrium problems
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Towards an efficient augmented Lagrangian method for convex quadratic programming
Newton-type methods for constrained optimization with nonregular constraints
On the multiplier-penalty-approach for quasi-variational inequalities
On relaxed constant rank regularity condition in mathematical programming
Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
New results on constraint qualifications for nonlinear extremum problems and extensions
A New Superlinearly Convergent Strongly Subfeasible Sequential Quadratic Programming Algorithm for Inequality-Constrained Optimization
Second-order optimality conditions for mathematical programs with equilibrium constraints
On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
Improving ultimate convergence of an augmented Lagrangian method
An augmented Lagrangian method exploiting an active-set strategy and second-order information
On error bounds for quasinormal programs
Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems
On the relation between constant positive linear dependence condition and quasinormality constraint qualification
Addressing the greediness phenomenon in nonlinear programming by means of proximal augmented Lagrangians
Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
A cone-continuity constraint qualification and algorithmic consequences
Regularity conditions in differentiable vector optimization revisited
Inexact restoration method for minimization problems arising in electronic structure calculations
On second-order optimality conditions for nonlinear programming
An augmented Lagrangian trust region method for equality constrained optimization
Constant-rank condition and second-order constraint qualification
A flexible inexact-restoration method for constrained optimization
A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
Characterization of tilt stability via subgradient graphical derivative with applications to nonlinear programming
Low order-value optimization and applications
A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
A study of one-parameter regularization methods for mathematical programs with vanishing constraints
A locally smoothing method for mathematical programs with complementarity constraints
A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
Notes on convergence properties for a smoothing-regularization approach to mathematical programs with vanishing constraints
Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
On optimization strategies for parameter estimation in models governed by partial differential equations
Globally convergent homotopy method for designing piecewise linear deterministic contractual function
Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
Sequential optimality conditions for optimization problems with additional abstract set constraints
An augmented Lagrangian method for optimization problems in Banach spaces
Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
Sequential M-stationarity conditions for general optimization problems
On the best achievable quality of limit points of augmented Lagrangian schemes
Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
Strong and weak conditions of regularity and optimality
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
A modified homotopy method for solving the principal-agent bilevel programming problem
Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
Sequential optimality conditions for cardinality-constrained optimization problems with applications
Approximate solutions to nonsmooth multiobjective programming problems
An augmented Lagrangian method for quasi-equilibrium problems
Optimality conditions and exact penalty for mathematical programs with switching constraints
A Note on the McCormick Second-Order Constraint Qualification

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