Improving ultimate convergence of an augmented Lagrangian method

EG Birgin, JM Martinez - Optimization Methods and Software, 2008 - Taylor & Francis
Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented
Lagrangian are useful tools for solving nonlinear programming problems. Their reputation …

An interior point method for mathematical programs with complementarity constraints (MPCCs)

AU Raghunathan, LT Biegler - SIAM Journal on Optimization, 2005 - SIAM
Interior point methods for nonlinear programs (NLPs) are adapted for solution of
mathematical programs with complementarity constraints (MPCCs). The constraints of the …

Local behavior of an iterative framework for generalized equations with nonisolated solutions

A Fischer - Mathematical Programming, 2002 - Springer
An iterative framework for solving generalized equations with nonisolated solutions is
presented. For generalized equations with the structure, where is a multifunction and F is …

Degenerate nonlinear programming with a quadratic growth condition

M Anitescu - SIAM Journal on Optimization, 2000 - SIAM
We show that the quadratic growth condition and the Mangasarian--Fromovitz constraint
qualification (MFCQ) imply that local minima of nonlinear programs are isolated stationary …

Stabilized SQP revisited

AF Izmailov, MV Solodov - Mathematical programming, 2012 - Springer
The stabilized version of the sequential quadratic programming algorithm (sSQP) had been
developed in order to achieve superlinear convergence in situations when the Lagrange …

Stabilized sequential quadratic programming

WW Hager - Computational optimization and Applications, 1999 - Springer
Recently, Wright proposed a stabilized sequential quadratic programming algorithm for
inequality constrained optimization. Assuming the Mangasarian-Fromovitz constraint …

[PDF][PDF] On solving mathematical programs with complementarity constraints as nonlinear programs

M Anitescu - Preprint ANL/MCS-P864-1200, Argonne National …, 2000 - mcs.anl.gov
We investigate the possibility of solving mathematical programs with complementarity
constraints (MPCCs) using algorithms and procedures of smooth nonlinear programming …

An algorithm for degenerate nonlinear programming with rapid local convergence

SJ Wright - SIAM Journal on Optimization, 2005 - SIAM
This paper describes and analyzes an algorithmic framework for solving nonlinear
programming problems in which strict complementarity conditions and constraint …

Directional quasi-/pseudo-normality as sufficient conditions for metric subregularity

K Bai, JJ Ye, J Zhang - SIAM Journal on Optimization, 2019 - SIAM
In this paper we study sufficient conditions for metric subregularity of a set-valued map which
is the sum of a single-valued continuous map and a locally closed subset. First we derive a …

On optimality conditions for nonlinear conic programming

R Andreani, W Gómez, G Haeser… - Mathematics of …, 2022 - pubsonline.informs.org
Sequential optimality conditions play a major role in proving stronger global convergence
results of numerical algorithms for nonlinear programming. Several extensions are …