Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems

Mathematical Programming

Volumn 125, Issue 1, 2010, Pages 47-73

  Fernández, Damián ^a,b   Solodov, Mikhail ^a  

^a IMPA   (Brazil)

^b UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

Error bound; Karush Kuhn Tucker system; Newton methods; Stabilized sequential quadratic programming; Superlinear convergence; Variational inequality

Indexed keywords

ERROR BOUND; KARUSH-KUHN-TUCKER SYSTEMS; NEWTON METHODS; SEQUENTIAL QUADRATIC PROGRAMMING; SUPERLINEAR CONVERGENCE; VARIATIONAL INEQUALITIES;

CONVERGENCE OF NUMERICAL METHODS; LAGRANGE MULTIPLIERS; NEWTON-RAPHSON METHOD; OPTIMIZATION; VARIATIONAL TECHNIQUES;

QUADRATIC PROGRAMMING;

EID: 77954757644     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-008-0255-4     Document Type: Article

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