Convergence of the Primal‐Dual Active Set Strategy for Diagonally Dominant Systems

DOI10.1137/050632713zbMath1354.49065OpenAlexW2040779316MaRDI QIDQ5444223

Kazufumi Ito, Karl Kunisch

Publication date: 25 February 2008

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

Full work available at URL: https://doi.org/10.1137/050632713

zbMATH Keywords

globalizationbilateral constraintsprimal-dual active set strategydiagonally dominant systems

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Existence theories in calculus of variations and optimal control (49J99)

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