Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization

DOI10.1007/S10589-009-9265-2MaRDI QIDQ975356zbMATH OpenOpenAlexFDO

Authors A. F. Izmailov, M. V. Solodov

Publication date 9 June 2010

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-009-9265-2

zbMATH Keywords

variational problemgeneralized equationNewton methodstabilized sequential quadratic programmingJosephy-Newton methodlinearly constrained Lagrangian method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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• Newton-type methods: a broader view
• Convergence of quasi-Newton methods for solving constrained generalized equations
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
• Sharp primal superlinear convergence results for some Newtonian methods for constrained optimization
• On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems

Cites work

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• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
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• Modifying SQP for Degenerate Problems
• On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems
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Cited in

(13)

• Newton's method with feasible inexact projections for solving constrained generalized equations
• Local convergence analysis of an inexact trust-region method for nonsmooth optimization
• A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
• Abstract Newtonian frameworks and their applications
• A Kantorovich-type convergence analysis of the Newton-Josephy method for solving variational inequalities
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
• Lipschitz-like mapping and its application to convergence analysis of a variant of Newton's method
• Newton-type methods: a broader view
• Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework
• Secant-inexact projection algorithms for solving a new class of constrained mixed generalized equations problems
• Metrically regular mapping and its utilization to convergence analysis of a restricted inexact Newton-type method
• scientific article; zbMATH DE number 5720488 (Why is no real title available?)
• Convergence of inexact Newton methods for generalized equations

Describes a project that uses

Uses Software

• PLCP
• SQPlab

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