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

Autor(es)

Haeser, G.

• Tipo de documento: Artigo Científico
• Fonte: OPERATIONS RESEARCH LETTERS; v. 46, n. 3, p. 295-299, MAY 2018.
• Citações Web of Science: 1

Resumo

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)

• Processo FAPESP: 16/02092-8 - Informação de segunda-ordem em otimização não linear
• Beneficiário: Gabriel Haeser
• Modalidade de apoio: Bolsas no Exterior - Pesquisa
• Processo FAPESP: 13/05475-7 - Métodos computacionais de otimização
• Beneficiário: Sandra Augusta Santos
• Modalidade de apoio: Auxílio à Pesquisa - Temático