An inexact SQP Newton method for convex SC^1 minimization problems

DOI10.1007/S10957-010-9654-9MaRDI QIDQ711698zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 27 October 2010

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-010-9654-9

zbMATH Keywords

superlinear convergenceconvex \(SC^{1}\) minimizationinexact SQP methodSemismoothness

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55) Methods of quasi-Newton type (90C53)

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Cited in

(5)

• Active-set Newton methods for mathematical programs with vanishing constraints
• A projected semismooth Newton method for problems of calibrating least squares covariance matrix
• Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods
• A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
• A globally convergent Newton method for convex \(SC^ 1\) minimization problems

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