Constraint Identification and Algorithm Stabilization for Degenerate Nonlinear Programs
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arXiv
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| Format: | Preprint |
| Published: |
2000
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| _version_ | 1866914099262128128 |
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| author | Wright, Stephen J. |
| author_facet | Wright, Stephen J. |
| contents | In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly active constraints. We show that this information can be used to modify the sequential quadratic programming algorithm so that it exhibits superlinear convergence to the solution under assumptions weaker than those made in previous analyses. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_math_0012209 |
| institution | arXiv |
| publishDate | 2000 |
| record_format | arxiv |
| spellingShingle | Constraint Identification and Algorithm Stabilization for Degenerate Nonlinear Programs Wright, Stephen J. Optimization and Control Numerical Analysis 90C30 (Primary); 90C55, 49M37 (Secondary) In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly active constraints. We show that this information can be used to modify the sequential quadratic programming algorithm so that it exhibits superlinear convergence to the solution under assumptions weaker than those made in previous analyses. |
| title | Constraint Identification and Algorithm Stabilization for Degenerate Nonlinear Programs |
| topic | Optimization and Control Numerical Analysis 90C30 (Primary); 90C55, 49M37 (Secondary) |
| url | https://arxiv.org/abs/math/0012209 |