| Full text | |
| Author(s): |
Fernandez, Damian
[1]
Total Authors: 1
|
| Affiliation: | [1] Natl Univ Cordoba, Fac Math Astron & Phys, FaMAF UNC, Cordoba - Argentina
Total Affiliations: 1
|
| Document type: | Journal article |
| Source: | MATHEMATICAL PROGRAMMING; v. 137, n. 1-2, p. 199-223, FEB 2013. |
| Web of Science Citations: | 4 |
| Abstract | |
The quasi-Newton strategy presented in this paper preserves one of the most important features of the stabilized Sequential Quadratic Programming method, the local convergence without constraint qualifications assumptions. It is known that the primal-dual sequence converges quadratically assuming only the second-order sufficient condition. In this work, we show that if the matrices are updated by performing a minimization of a Bregman distance (which includes the classic updates), the quasi-Newton version of the method converges superlinearly without introducing further assumptions. Also, we show that even for an unbounded Lagrange multipliers set, the generated matrices satisfies a bounded deterioration property and the Dennis-Mor, condition. (AU) | |
| FAPESP's process: | 08/00062-8 - Stabilized Sequential Quadratic Programming and variational inequalities |
| Grantee: | Damian Roberto Fernandez Ferreyra |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |