A sequential homotopy method for mathematical programming problems

We propose a sequential homotopy method for the solution of mathematical programming problems formulated in abstract Hilbert spaces under the Guignard constraint qualification. The method is equivalent to performing projected backward Euler timestepping on a projected gradient/antigradient flow of t...

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Bibliographic Details
Published in:	Mathematical programming Vol. 187; no. 1-2; pp. 459 - 486
Main Authors:	Potschka, Andreas, Bock, Hans Georg
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2021 Springer Nature B.V
Subjects:	Calculus of Variations and Optimal Control; Optimization Combinatorics Constraints Convergence Critical point Euler-Lagrange equation Full Length Paper Hilbert space Lagrange multiplier Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Maxima Numerical Analysis Optimal control Optimization Regularization Saddle points Theoretical 58C15 65K15 65K05 90C30 Globalization Projected gradient flow Hilbert space 49M05 Homotopy methods 49M37 Mathematical programming
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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