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Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization

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  • Ashkan Mohammadi

    (Wayne State University)

  • Boris S. Mordukhovich

    (Wayne State University)

  • M. Ebrahim Sarabi

    (Miami University)

Abstract

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.

Suggested Citation

  • Ashkan Mohammadi & Boris S. Mordukhovich & M. Ebrahim Sarabi, 2020. "Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 731-758, September.
    • Handle: RePEc:spr:joptap:v:186:y:2020:i:3:d:10.1007_s10957-020-01720-y
    DOI: 10.1007/s10957-020-01720-y
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    References listed on IDEAS

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    1. J. J. Ye & X. Y. Ye, 1997. "Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints," Mathematics of Operations Research, INFORMS, vol. 22(4), pages 977-997, November.
    2. A. F. Izmailov & M. V. Solodov, 2015. "Newton-Type Methods: A Broader View," Journal of Optimization Theory and Applications, Springer, vol. 164(2), pages 577-620, February.
    3. Yun Wang & Liwei Zhang, 2009. "Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(2), pages 195-218, October.
    4. Stephen M. Robinson, 1980. "Strongly Regular Generalized Equations," Mathematics of Operations Research, INFORMS, vol. 5(1), pages 43-62, February.
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    Cited by:

    1. Nguyen T. V. Hang & Boris S. Mordukhovich & M. Ebrahim Sarabi, 2022. "Augmented Lagrangian method for second-order cone programs under second-order sufficiency," Journal of Global Optimization, Springer, vol. 82(1), pages 51-81, January.

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