@article{ZVMMF_2006_46_8_a3,
author = {M. M. Golishnikov and A. F. Izmailov},
title = {Newton-type methods for constrained optimization with nonregular constraints},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1369--1391},
year = {2006},
volume = {46},
number = {8},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/}
}
TY - JOUR AU - M. M. Golishnikov AU - A. F. Izmailov TI - Newton-type methods for constrained optimization with nonregular constraints JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2006 SP - 1369 EP - 1391 VL - 46 IS - 8 UR - http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/ LA - ru ID - ZVMMF_2006_46_8_a3 ER -
%0 Journal Article %A M. M. Golishnikov %A A. F. Izmailov %T Newton-type methods for constrained optimization with nonregular constraints %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2006 %P 1369-1391 %V 46 %N 8 %U http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/ %G ru %F ZVMMF_2006_46_8_a3
M. M. Golishnikov; A. F. Izmailov. Newton-type methods for constrained optimization with nonregular constraints. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 8, pp. 1369-1391. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_8_a3/
[1] Izmailov A. F., “O metodakh Lagranzha dlya otyskaniya vyrozhdennykh reshenii zadach na uslovnyi ekstremum”, Zh. vychisl. matem. i matem. fiz., 36:4 (1996), 10–17 | MR | Zbl
[2] Wright S. J., “Superlinear convergence of a stabilized SQP method to a degenerate solution”, Comput. Optimizat. and Appl., 11 (1998), 253–275 | DOI | MR | Zbl
[3] Hager W. W., “Stabilized sequential quadratic programming”, Comput. Optimizat. Appl., 12 (1999), 253–273 | DOI | MR | Zbl
[4] Hager W. W., Gowda M. S., “Stability in the presence of degeneracy and error estimation”, Math. Program., 85 (1999), 181–192 | DOI | MR | Zbl
[5] Fischer A., “Modified Wilson's method for nonlinear programs with nonunique multipliers”, Math. Operat. Res., 24 (1999), 699–727 | DOI | MR | Zbl
[6] Qi L., Wei Z., “On the constant positive linear dependence condition and its application to SQP methods”, SIAM J. Optimizat., 10:4 (2000), 963–981 | DOI | MR | Zbl
[7] Ralph D., Wright S. J., “Superlinear convergence of an interior-point method despite dependent constraints”, Math. Operat. Res., 25 (2000), 179–194 | DOI | MR | Zbl
[8] Anitescu M., “Degenerate nonlinear programming with a quadratic growth condition”, SIAM J. Optimizat., 10 (2000), 1116–1135 | DOI | MR | Zbl
[9] Anitescu M., Nonlinear programs with unbounded Lagrange multiplier sets, Preprint No ANL/MCS-P796-0200, Math. and Comput. Sci. Div., Argonne Nat. Lab., Argonne, 2000
[10] Li D.-H., Qi L., Stabilized SQP method via linear equations, Appl. math. techn. rept. AMR00/5, Univ. New South Wales, Sydney, 2000
[11] Fischer A., “Local behaviour of an iterative framework for generalized equations with nonisolated solutions”, Math. Program., 94 (2002), 91–124 | DOI | MR | Zbl
[12] Anitescu M., “A superlinearly convergent sequential quadratically constrained quadratic programming algorithm for degenerate nonlinear programming”, SIAM J. Optimizat., 12 (2002), 949–978 | DOI | MR | Zbl
[13] Anitescu M., “On the rate of convergence of sequential quadratic programming with nondifferentiable exact penalty function in the presence of constrain degeneracy”, Math. Program., 92 (2002), 359–386 | DOI | MR | Zbl
[14] Wright S. J., “Modifying SQP for degenerate problems”, SIAM J. Optimizat., 13 (2002), 470–497 | DOI | MR | Zbl
[15] Wright S. J., “Constraint identification and algorithm stabilization for degenerate nonlinear programs”, Math. Program., 95 (2003), 137–160 | DOI | MR | Zbl
[16] Izmailov A. F., Solodov M. B., Chokparov K. M., “Globalno skhodyaschiesya algoritmy nyutonovskogo tipa dlya zadach optimizatsii bez trebovaniya regulyarnosti ogranichenii”, Vopr. modelirovaniya i analiza v zadachakh prinyatiya reshenii, VTs RAN, M., 2003, 63–82
[17] Izmailov A. F., Solodov M. V., “Newton-type methods for optimization problems without constraint qualifications”, SIAM J. Optimizat., 15:1 (2004), 210–228 | DOI | MR | Zbl
[18] Izmailov A. F., “Ob analiticheskoi i vychislitelnoi ustoichivosti kriticheskikh mnozhitelei Lagranzha”, Zh. vychisl. matem. i matem. fiz., 45:6 (2005), 966–982 | MR | Zbl
[19] Wright S. J., “An algorithm for degenerate nonlinear programming with rapid local convergence”, SIAM J. Optimizat., 15 (2005), 673–696 | DOI | MR | Zbl
[20] Luo Z.-Q., Pang J.-S., Ralph D., Mathematical programs with equilibrium constraints, Cambridge Univ. Press, Cambridge, 1996 | MR
[21] Outrata J. V., Kocvara M., Zowe J., Nonsmooth approach to optimization problems with equilibrium constraints: Theory, applications and numerical results, Kluwer Acad. Publ., Boston, 1998 | MR | Zbl
[22] Scholtes S., Stohr M., “Exact penalization of mathematical programs with equilibrium constraints”, SIAM J. Control Optimizat., 37 (1999), 617–652 | DOI | MR | Zbl
[23] Scheel H., Scholtes S., “Mathematical programs with complementarity constraints: stationarity, optimality and sensitivity”, Math. Operat. Res., 25 (2000), 1–22 | DOI | MR | Zbl
[24] Anitescu M., On solving mathematical programs with complementarity constraints as nonlinear programs, Preprint No ANL/MCS-P864-1200, Math. and Comput. Sci. Div., Argonne Nat. Lab., Argonne, 2000
[25] Scholtes S., Stöhr M., “How stringent is the linear independence assumption for mathematical programs with complementarity constraints?”, Math. Operat. Res., 26 (2001), 851–863 | DOI | MR | Zbl
[26] Fletcher R., Leyffer S., Ralph D., Scholtes S., Local convergence of SQP methods for mathematical programs with equilibrium constraints, Numer. Analys. Rept. NA/209, Dept. Math., Univ. Dundee, Dundee, 2002
[27] Anitescu M., “On using the elastic mode in nonlinear programming approaches to mathematical programs with complementarity constraints”, SIAM J. Optimizat., 15:4 (2005), 1203–1236 | DOI | MR | Zbl
[28] Anitescu M., Tseng P., Wright S. J., Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Preprint No ANL/MCS-P1242-0405, Math. and Comput. Sci. Div., Argonne Nat. Lab., Argonne, 2005 | MR
[29] Izmailov A. F., Chuvstvitelnost v optimizatsii, Fizmatlit, M., 2006
[30] Achtziger W., Kanzow C., Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications, Preprint No 263, Inst. Appl. Math. and Statist., Würzburg, 2005 | MR
[31] Izmailov A. F., Solodov M. B., Chislennye metody optimizatsii, Fizmatlit, M., 2003. | MR
[32] Ortega Dzh., Reinboldt V., Iteratsionnye metody resheniya nelineinykh sistem uravnenii so mnogimi neizvestnymi, Mir, M., 1975 | MR
[33] Bonnans J. F., “Local analysis of Newton-type methods for variational inequalities and nonlinear programming”, Appl. Math. Optimizat., 29 (1994), 161–186 | DOI | MR | Zbl
[34] Facchinei F., Fischer A., Kanzow C., “On the accurate identification of active constraints”, SIAM J. Optimizat., 9 (1999), 14–32 | DOI | MR
[35] Gill P. E., Murray W., Saunders M., “SNOPT: an SQP algorithm for large-scale constrained optimization”, SIAM Rev., 47:1 (2005), 14–32 | DOI | MR
[36] Izmailov A. F., Tretyakov A. A., 2-regulyarnye resheniya nelineinykh zadach. Teoriya i chislennye metody, Fizmatlit, M., 1999 | MR
[37] Brezhneva O. A., Izmailov A. F., “O postroenii opredelyayuschikh sistem dlya otyskaniya osobykh reshenii nelineinykh uravnenii”, Zh. vychisl. matem. i matem. fiz., 42:1 (2002), 10–22 | MR | Zbl
[38] Pshenichnyi B. N., Danilin Yu. M., Chislennye metody v ekstremalnykh zadachakh, Nauka, M., 1975 | MR
[39] Hu X. M., Ralph D., “Convergence of a penalty method for mathematical problems with complementarity constraints”, J. Optimizat. Theor. and Appl., 123:2 (2004), 365–390 | DOI | MR
[40] Fletcher R., Leyffer S., “Solving mathematical programs with complementarity constraints as nonlinear programs”, Optimizat. Meth. Software, 19:1 (2004), 15–40 | DOI | MR | Zbl
[41] Fletcher R., Leyffer S., “Nonlinear programming without a penalty function”, Math. Program., 91 (2002), 239–270 | DOI | MR
[42] Leyffer S., MacMPEC: AMPL collection of MPECs http://www.mcs.anl.gov/~leyffer/MacMPEC/
[43] Andreani R., Martínez J. M., “On the solution of mathematical programming problems with equilibrium constraints”, Math. Meth. Operat. Res., 54 (2001), 345–358 | DOI | MR | Zbl
[44] Hock W., Schittkowski K., Test examples for nonlinear programming codes, Lect. Notes in Econom. and Math. Systems, 187, Springer, Berlin, 1981 | MR | Zbl
[45] Arutyunov A. B., “Vozmuscheniya ekstremalnykh zadach s ogranicheniyami i neobkhodimye usloviya optimalnosti”, Itogi nauki i tekhn. Matem. analiz, 27, VINITI, M., 1989, 147–235 | MR
[46] Baccari A., Trad A., “On the classical necessary second-order optimality conditions in the presence of equality and inequality constraints”, SIAM J. Optimizat., 15:2 (2004), 394–408 | DOI | MR | Zbl
[47] Robinson S. M., “Generalized equations and their solutions, Part II: Applications to nonlinear programming”, Math. Program. Study, 19 (1982), 200–221 | MR | Zbl
[48] Arutyunov A. B., Usloviya ekstremuma. Anormalnye i vyrozhdennye zadachi, Faktorial, M., 1997 | MR | Zbl
[49] Jiang H., Ralph D., QPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints, Techn. Rept. Melbourne, Univ. Melbourne, Dept. Math., 1997