An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence

From MaRDI portal
Publication:5317518


DOI10.1137/030601235zbMath1077.90067MaRDI QIDQ5317518

Stephen J. Wright

Publication date: 16 September 2005

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

Full work available at URL: https://doi.org/10.1137/030601235


65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M05: Numerical methods based on necessary conditions

90C55: Methods of successive quadratic programming type


Related Items

A Regularized Factorization-Free Method for Equality-Constrained Optimization, Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers, A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization, Thep-Factor-Lagrange Methods for Degenerate Nonlinear Programming, Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions, A stabilized filter SQP algorithm for nonlinear programming, Model-based principal components of correlation matrices, Convergence analysis of a regularized interior point algorithm for the barrier problems with singular solutions, An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions, Dual convergence for penalty algorithms in convex programming, Stabilized SQP revisited, A primal-dual augmented Lagrangian, Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization, Sequential quadratic programming methods for parametric nonlinear optimization, A stabilized SQP method: superlinear convergence, An optimization method for overdetermined kinematic problems formulated with natural coordinates, Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints, Combining stabilized SQP with the augmented Lagrangian algorithm, On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions, A quasi-Newton strategy for the SSQP method for variational inequality and optimization problems, Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems, On the cost of solving augmented Lagrangian subproblems, Computing nearby non-trivial Smith forms, Locally polynomial method for solving systems of linear inequalities, Computing lower rank approximations of matrix polynomials, A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, 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, A Globally Convergent LP-Newton Method