| Texto completo | |
| Autor(es): |
Fernandez, Damian
[1]
Número total de Autores: 1
|
| Afiliação do(s) autor(es): | [1] Natl Univ Cordoba, Fac Math Astron & Phys, FaMAF UNC, Cordoba - Argentina
Número total de Afiliações: 1
|
| Tipo de documento: | Artigo Científico |
| Fonte: | MATHEMATICAL PROGRAMMING; v. 137, n. 1-2, p. 199-223, FEB 2013. |
| Citações Web of Science: | 4 |
| Resumo | |
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) | |
| Processo FAPESP: | 08/00062-8 - Programação sequencial quadrática estabilizada e desigualdades variacionais |
| Beneficiário: | Damian Roberto Fernandez Ferreyra |
| Modalidade de apoio: | Bolsas no Brasil - Pós-Doutorado |