메뉴 건너뛰기




Volumn 12, Issue 4, 2002, Pages 949-978

A superlinearly convergent sequential quadratically constrained quadratic programming algorithm for degenerate nonlinear programming

Author keywords

Degenerate constraints; Quadratic constraints; Sequential quadratic programming; Superlinear convergence

Indexed keywords


EID: 0036433570     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623499365309     Document Type: Article
Times cited : (35)

References (30)
  • 2
    • 0034345435 scopus 로고    scopus 로고
    • Degenerate nonlinear programming with a quadratic growth condition
    • M. Anitescu, Degenerate nonlinear programming with a quadratic growth condition, SIAM J. Optim., 10 (2000), pp. 1116-1135.
    • (2000) SIAM J. Optim. , vol.10 , pp. 1116-1135
    • Anitescu, M.1
  • 5
    • 0028385352 scopus 로고
    • Local analysis of Newton-type methods for variational inequalities and nonlinear programming
    • J.F. Bonnans, Local analysis of Newton-type methods for variational inequalities and nonlinear programming, Appl. Math. Optim, 29 (1994), pp. 161-186.
    • (1994) Appl. Math. Optim , vol.29 , pp. 161-186
    • Bonnans, J.F.1
  • 6
    • 0002510545 scopus 로고
    • Second-order sufficiency and quadratic growth for nonisolated minima
    • J.F. Bonnans and A. Ioffe, Second-order sufficiency and quadratic growth for nonisolated minima, Math. Oper. Res., 20 (1995), pp. 801-819.
    • (1995) Math. Oper. Res. , vol.20 , pp. 801-819
    • Bonnans, J.F.1    Ioffe, A.2
  • 12
    • 0001556338 scopus 로고    scopus 로고
    • Nonlinear programming without a penalty function
    • R. Fletcher and S. Leyffer, Nonlinear programming without a penalty function, Math. Program., 91 (2002), pp. 239-270.
    • (2002) Math. Program. , vol.91 , pp. 239-270
    • Fletcher, R.1    Leyffer, S.2
  • 13
    • 0001673058 scopus 로고
    • A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
    • J. Gauvin, A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming, Math. Programming, 12 (1977), pp. 136-138.
    • (1977) Math. Programming , vol.12 , pp. 136-138
    • Gauvin, J.1
  • 14
    • 0002307349 scopus 로고
    • Differential stability in nonlinear programming
    • J. Gauvin and J.W. Tolle, Differential stability in nonlinear programming, SIAM J. Control Optim., 15 (1977), pp. 294-311.
    • (1977) SIAM J. Control Optim. , vol.15 , pp. 294-311
    • Gauvin, J.1    Tolle, J.W.2
  • 16
    • 0000841637 scopus 로고    scopus 로고
    • Stabilized sequential quadratic programming
    • W.W. Hager, Stabilized sequential quadratic programming, Comput. Optim. Appl., 12 (1999), pp. 253-273.
    • (1999) Comput. Optim. Appl. , vol.12 , pp. 253-273
    • Hager, W.W.1
  • 17
    • 0001129318 scopus 로고    scopus 로고
    • Stability in the presence of degeneracy and error estimation
    • W.W. Hager and M.S. Gowda, Stability in the presence of degeneracy and error estimation, Math. Program., 85 (1999), pp. 181-192.
    • (1999) Math. Program. , vol.85 , pp. 181-192
    • Hager, W.W.1    Gowda, M.S.2
  • 18
    • 0000699491 scopus 로고
    • On approximate solutions of systems of linear inequalities
    • A.J. Hoffman, On approximate solutions of systems of linear inequalities, J. Res. National Bureau of Standards, 49 (1952), pp. 263-265.
    • (1952) J. Res. National Bureau of Standards , vol.49 , pp. 263-265
    • Hoffman, A.J.1
  • 19
    • 0018441518 scopus 로고
    • Necessary and sufficient conditions for a local minimum. 3: Second order conditions and augmented duality
    • A.D. Ioffe, Necessary and sufficient conditions for a local minimum. 3: Second order conditions and augmented duality, SIAM J. Control Optim., 17 (1979), pp. 266-288.
    • (1979) SIAM J. Control Optim. , vol.17 , pp. 266-288
    • Ioffe, A.D.1
  • 20
    • 0002997757 scopus 로고
    • On sensitivity analysis of nonlinear programs in Banach spaces: The approach via composite unconstrained optimization
    • A. Ioffe, On sensitivity analysis of nonlinear programs in Banach spaces: The approach via composite unconstrained optimization, SIAM J. Optim., 4 (1994), pp. 1-43.
    • (1994) SIAM J. Optim. , vol.4 , pp. 1-43
    • Ioffe, A.1
  • 21
    • 0011630075 scopus 로고    scopus 로고
    • Sequential, quadratic constrained, quadratic programming for general nonlinear programming
    • H. Wolkowicz, R. Saigal, and L. Vandenberghe, eds, Kluwer Academic Publishers, Boston
    • S. Kruk and H. Wolkowicz, Sequential, quadratic constrained, quadratic programming for general nonlinear programming, in Handbook of Semidefinite Programming, H. Wolkowicz, R. Saigal, and L. Vandenberghe, eds, Kluwer Academic Publishers, Boston, 2000, pp. 563-575.
    • (2000) Handbook of Semidefinite Programming , pp. 563-575
    • Kruk, S.1    Wolkowicz, H.2
  • 23
    • 49949133603 scopus 로고
    • The Fritz John necessary optimality conditions in the presence of equality constraints
    • O.L. Mangasarian and S. Fromovitz, The Fritz John necessary optimality conditions in the presence of equality constraints, J. Math. Anal. Appl., 17 (1967), pp. 34-47.
    • (1967) J. Math. Anal. Appl. , vol.17 , pp. 34-47
    • Mangasarian, O.L.1    Fromovitz, S.2
  • 24
    • 85037773866 scopus 로고    scopus 로고
    • The NEOS Guide, available online at http://www.mcs.anl.gov/otc/Guide.
    • The NEOS Guide
  • 25
    • 0004081949 scopus 로고    scopus 로고
    • Springer-Verlag, New York
    • E. Polak, Optimization, Springer-Verlag, New York, 1997.
    • (1997) Optimization
    • Polak, E.1
  • 27
    • 0020165423 scopus 로고
    • Generalized equations and their solutions, Part II: Applications to nonlinear programming
    • S.M. Robinson, Generalized equations and their solutions, Part II: Applications to nonlinear programming, Math. Programming Study, 19 (1980), pp. 200-221.
    • (1980) Math. Programming Study , vol.19 , pp. 200-221
    • Robinson, S.M.1
  • 28
    • 0024001357 scopus 로고
    • Sensitivity analysis of nonlinear programs and differentiability properties of metric projections
    • A. Shapiro, Sensitivity analysis of nonlinear programs and differentiability properties of metric projections, SIAM J. Control Optim., 26 (1988), pp. 628-645.
    • (1988) SIAM J. Control Optim. , vol.26 , pp. 628-645
    • Shapiro, A.1
  • 29
    • 0000261195 scopus 로고    scopus 로고
    • Superlinear convergence of a stabilized SQP method to a degenerate solution
    • S.J. Wright, Superlinear convergence of a stabilized SQP method to a degenerate solution, Comput. Optim. Appl., 11 (1998), pp. 253-275.
    • (1998) Comput. Optim. Appl. , vol.11 , pp. 253-275
    • Wright, S.J.1
  • 30
    • 0003570432 scopus 로고    scopus 로고
    • preprint ANL/MCS-P699-1097, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, IL
    • S.J. Wright, Modifying SOP for Degenerate Problems, preprint ANL/MCS-P699-1097, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, IL, 1997.
    • (1997) Modifying SOP for Degenerate Problems
    • Wright, S.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.