A new technique for avoiding the Maratos effect
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 2, pp. 241-254

Voir la notice de l'article provenant de la source Math-Net.Ru

A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, in many cases, reduces their general efficiency. For the sequential quadratic programming method with linesearch, a new simple and rather promising technique is proposed to avoid the Maratos effect.
@article{ZVMMF_2009_49_2_a3,
     author = {A. F. Izmailov},
     title = {A~new technique for avoiding the {Maratos} effect},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {241--254},
     publisher = {mathdoc},
     volume = {49},
     number = {2},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_2_a3/}
}
TY  - JOUR
AU  - A. F. Izmailov
TI  - A new technique for avoiding the Maratos effect
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2009
SP  - 241
EP  - 254
VL  - 49
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_2_a3/
LA  - ru
ID  - ZVMMF_2009_49_2_a3
ER  - 
%0 Journal Article
%A A. F. Izmailov
%T A new technique for avoiding the Maratos effect
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2009
%P 241-254
%V 49
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_2_a3/
%G ru
%F ZVMMF_2009_49_2_a3
A. F. Izmailov. A new technique for avoiding the Maratos effect. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 2, pp. 241-254. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_2_a3/