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Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization
Journal of Optimization Theory and Applications ( IF 1.6 ) Pub Date : 2020-07-28 , DOI: 10.1007/s10957-020-01720-y
Ashkan Mohammadi , Boris S. Mordukhovich , M. Ebrahim Sarabi

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.



中文翻译:

约束优化中序列二次法的超线性收敛

本文追求双重目标。首先,我们的目标是针对由抛物线正则集产生的一类受约束的优化问题,推导扰动的Karush-Kuhn-Tucker系统重要鲁棒稳定性的新颖二阶特征。其次,将获得的特征用于建立基本序贯二次规划方法的适定性和超线性收敛,以解决抛物线正则约束优化问题。

更新日期:2020-07-28
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