Newton-Type Methods for Optimization Problems without Constraint Qualifications

DOI10.1137/S1052623403427264zbMATH Open1106.90077MaRDI QIDQ4652002FDOQ4652002

A. F. Izmailov, M. V. Solodov

Publication date: 23 February 2005

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

zbMATH Keywords

regularityNewton methodsecond-order sufficiencysingular-value decompositionconstraints degeneracymathematical programs with complementarity constraints (MPCC)

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cited In (21)

• Model-based principal components of correlation matrices
• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• 2-factor Newton method for solving constrained optimization problems with a degenerate Kuhn-Tucker system
• Subspace-stabilized sequential quadratic programming
• Newton-Type Methods for Optimization and Variational Problems
• Stabilized SQP revisited
• A globally convergent regularized interior point method for constrained optimization
• A globally convergent LP-Newton method
• Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
• On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
• The Dines theorem and some other properties of quadratic mappings
• Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
• Newton-type methods for constrained optimization with nonregular constraints
• Local convergence analysis of Newton's method for solving strongly regular generalized equations
• Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
• Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming
• An optimization method for overdetermined kinematic problems formulated with natural coordinates
• A stabilized SQP method: superlinear convergence
• New implementations of the 2-factor method
• Convergence of a stabilized SQP method for equality constrained optimization
• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems

Uses Software

• MacMPEC

   Recommendations

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• On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions 👍 👎

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