Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity
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Publication:6327262
arXiv1910.06894MaRDI QIDQ6327262FDOQ6327262
Authors: Ashkan Mohammadi, Boris S. Mordukhovich, Ebrahim Sarabi
Publication date: 15 October 2019
Abstract: This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems for a broadclass of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained characterizations are applied to establish well-posedness and superlinear convergence of the basic sequential quadratic programming method to solve parabolically regular constrained optimization problems.
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