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 |
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Hauptverfasser: | , , |
Format: | Artikel |
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. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-020-01720-y |