On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers
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Cites work
- A Globally Convergent Linearly Constrained Lagrangian Method for Nonlinear Optimization
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
- A quadratically-convergent algorithm for general nonlinear programming problems
- Error bounds in mathematical programming
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- Modified Wilson's Method for Nonlinear Programs with Nonunique Multipliers
- Modifying SQP for Degenerate Problems
- Numerical Optimization
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Singularities and groups in bifurcation theory. Volume I
- Stabilized sequential quadratic programming
- Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems
- Superlinear convergence of a stabilized SQP method to a degenerate solution
Cited in
(21)- Local attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutions
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
- Stabilized SQP revisited
- A globally convergent regularized interior point method for constrained optimization
- 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
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Critical solutions of nonlinear equations: local attraction for Newton-type methods
- Critical solutions of nonlinear equations: stability issues
- Primal-dual active-set methods for large-scale optimization
- An adaptive augmented Lagrangian method for large-scale constrained optimization
- Attraction of Newton method to critical Lagrange multipliers: fully quadratic case
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- A stabilized SQP method: superlinear convergence
- Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
- On the connection between the stabilized Lagrange multiplier and Nitsche's methods
- On the attraction of Newton's method to critical Lagrange multipliers
- Adjusting dual iterates in the presence of critical Lagrange multipliers
- A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
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