On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers

Mathematical Programming

Volumn 126, Issue 2, 2011, Pages 231-257

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

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Constrained optimization; Degenerate constraints; MINOS; Newton method; Second order sufficiency; SNOPT; SQP

Indexed keywords

DEGENERATE CONSTRAINTS; MINOS; NEWTON METHODS; SECOND-ORDER SUFFICIENCY; SNOPT; SQP;

CONVERGENCE OF NUMERICAL METHODS; LAGRANGE MULTIPLIERS; NEWTON-RAPHSON METHOD; QUADRATIC PROGRAMMING;

CONSTRAINED OPTIMIZATION;

EID: 78651413733     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0279-4     Document Type: Article

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