Newton-type methods for optimization problems without constraint qualifications

SIAM Journal on Optimization

Volumn 15, Issue 1, 2005, Pages 210-228

  Izmailov, A F ^a   Solodov, M V ^b  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

^b IMPA   (Brazil)

Author keywords

Constraints degeneracy; Mathematical programs with complementarity constraints (MPCC); Newton method; Regularity; Second order sufficiency; Singular value decomposition

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; DATA ACQUISITION; FUNCTIONS; GLOBAL OPTIMIZATION; ITERATIVE METHODS; LINEAR EQUATIONS; NUMERICAL ANALYSIS; QUADRATIC PROGRAMMING; SET THEORY;

CONSTRAINTS DEGENERACY; MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (MPCC); NEWTON METHODS; REGULARITY; SECOND-ORDER SUFFICIENCY; SEQUENTIAL QUADRATICALLY CONSTRAINED QUADRATIC PROGRAMMING (SQCQP); SINGULAR-VALUE DECOMPOSITION;

PROBLEM SOLVING;

EID: 14944342568     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403427264     Document Type: Article

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