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Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints

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  • A. Izmailov
  • M. Solodov

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  • A. Izmailov & M. Solodov, 2009. "Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints," Computational Optimization and Applications, Springer, vol. 42(2), pages 231-264, March.
    • Handle: RePEc:spr:coopap:v:42:y:2009:i:2:p:231-264
    DOI: 10.1007/s10589-007-9074-4
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    References listed on IDEAS

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    1. Roberto Andreani & José Mario Martı´nez, 2001. "On the solution of mathematical programming problems with equilibrium constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(3), pages 345-358, December.
    2. Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
    3. Stefan Scholtes & Michael Stöhr, 2001. "How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 851-863, November.
    4. A. F. Izmailov & M. V. Solodov, 2002. "The Theory of 2-Regularity for Mappings with Lipschitzian Derivatives and its Applications to Optimality Conditions," Mathematics of Operations Research, INFORMS, vol. 27(3), pages 614-635, August.
    5. A. Baccari, 2004. "On the Classical Necessary Second-Order Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 123(1), pages 213-221, October.
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    Cited by:

    1. A. Izmailov & A. Kurennoy & M. Solodov, 2015. "Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption," Computational Optimization and Applications, Springer, vol. 60(1), pages 111-140, January.
    2. A. Izmailov & M. Solodov & E. Uskov, 2015. "Combining stabilized SQP with the augmented Lagrangian algorithm," Computational Optimization and Applications, Springer, vol. 62(2), pages 405-429, November.

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