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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Some theoretical limitations of second-order algorithms for smooth constrained optimization

Full text
Author(s):
Haeser, G.
Total Authors: 1
Document type: Journal article
Source: OPERATIONS RESEARCH LETTERS; v. 46, n. 3, p. 295-299, MAY 2018.
Web of Science Citations: 1
Abstract

In second-order algorithms, we investigate the relevance of the constant rank of the full set of active constraints in ensuring global convergence to a second-order stationary point under a constraint qualification. We show that second-order stationarity is not expected in the non-constant rank case if the growth of so-called tangent AKKT2 sequences is not controlled. Since no algorithm controls their growth, we argue that there is a theoretical limitation of algorithms in finding second-order stationary points without constant rank assumptions. (C) 2018 Elsevier B.V. All rights reserved. (AU)

FAPESP's process: 16/02092-8 - On the second-order information in nonlinear optimization
Grantee:Gabriel Haeser
Support Opportunities: Scholarships abroad - Research
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants