On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers

From MaRDI portal
Publication:623363

DOI10.1007/s10107-009-0279-4zbMath1218.90184OpenAlexW2045664455MaRDI QIDQ623363

Mikhail V. Solodov, Alexey F. Izmailov

Publication date: 14 February 2011

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-009-0279-4




Related Items (17)

Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty functionA globally convergent regularized interior point method for constrained optimizationA primal-dual augmented Lagrangian penalty-interior-point filter line search algorithmSome composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming frameworkCritical solutions of nonlinear equations: stability issuesStabilized SQP revisitedCritical solutions of nonlinear equations: local attraction for Newton-type methodsA note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systemsLocal attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutionsPrimal-dual active-set methods for large-scale optimizationAttraction of Newton method to critical Lagrange multipliers: fully quadratic caseAn adaptive augmented Lagrangian method for large-scale constrained optimizationOn the attraction of Newton’s method to critical lagrange multipliersA stabilized SQP method: superlinear convergenceLocal convergence of the method of multipliers for variational and optimization problems under the noncriticality assumptionAdaptive augmented Lagrangian methods: algorithms and practical numerical experienceCritical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it


Uses Software


Cites Work


This page was built for publication: On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers