Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization

This paper pursues a twofold goal. Firstly, we aim at deriving novel second-order characterizations of important robust stability properties of perturbed Karush–Kuhn–Tucker systems for a broad class of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained...

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Veröffentlicht in:Journal of optimization theory and applications 2020-09, Vol.186 (3), p.731-758
Hauptverfasser: Mohammadi, Ashkan, Mordukhovich, Boris S., Sarabi, M. Ebrahim
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Sprache:eng
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Zusammenfassung:This paper pursues a twofold goal. Firstly, we aim at deriving novel second-order characterizations of important robust stability properties of perturbed Karush–Kuhn–Tucker systems for a broad class of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained characterizations are applied to establish well-posedness and superlinear convergence of the basic sequential quadratic programming method to solve parabolically regular constrained optimization problems.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-020-01720-y