Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization

As is well known, Q-superlinear or Q-quadratic convergence of the primal-dual sequence generated by an optimization algorithm does not, in general, imply Q-superlinear convergence of the primal part. Primal convergence, however, is often of particular interest. For the sequential quadratic programmi...

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Veröffentlicht in:	SIAM journal on optimization Jg. 20; H. 6; S. 3312 - 3334
Hauptverfasser:	Fernández, D., Izmailov, A. F., Solodov, M. V.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2010
Schlagworte:	Algorithms Convergence Error analysis Lagrange multiplier Lagrange multipliers Mathematical analysis Mathematical models Optimization Optimization algorithms Quadratic programming Solution strengthening Strengthening Studies
ISSN:	1052-6234, 1095-7189
Online-Zugang:	Volltext
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