On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
From MaRDI portal
Publication:959974
DOI10.1007/s10107-007-0158-9zbMath1163.90025OpenAlexW2132977116MaRDI QIDQ959974
Mikhail V. Solodov, Alexey F. Izmailov
Publication date: 16 December 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0158-9
Related Items
On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods ⋮ Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function ⋮ Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints ⋮ Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework ⋮ Critical solutions of nonlinear equations: stability issues ⋮ Combining stabilized SQP with the augmented Lagrangian algorithm ⋮ On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers ⋮ Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers ⋮ Stabilized SQP revisited ⋮ Critical solutions of nonlinear equations: local attraction for Newton-type methods ⋮ Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints ⋮ A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems ⋮ Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems ⋮ Local attractors of Newton-type methods for constrained equations and complementarity problems with nonisolated solutions ⋮ A globally convergent Levenberg-Marquardt method for equality-constrained optimization ⋮ Attraction of Newton method to critical Lagrange multipliers: fully quadratic case ⋮ On the attraction of Newton’s method to critical lagrange multipliers ⋮ Subspace-stabilized sequential quadratic programming ⋮ Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption ⋮ Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Singularities and groups in bifurcation theory. Volume I
- Optimally conditions of higher order for abnormal minimization problems
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- Stabilized sequential quadratic programming
- Stability in the presence of degeneracy and error estimation
- Local behavior of an iterative framework for generalized equations with nonisolated solutions
- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- Strongly Regular Generalized Equations
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Degenerate Nonlinear Programming with a Quadratic Growth Condition
- Optimality Conditions for Irregular Inequality-Constrained Problems
- Newton-Type Methods for Optimization Problems without Constraint Qualifications
- Complementarity Constraint Qualification via the Theory of 2-Regularity
- Modifying SQP for Degenerate Problems
- Modified Wilson's Method for Nonlinear Programs with Nonunique Multipliers
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
- The Theory of 2-Regularity for Mappings with Lipschitzian Derivatives and its Applications to Optimality Conditions