Voir la notice de l'article provenant de la source Math-Net.Ru
[1] Rockafellar R. T., “Computational schemes for solving large-scale problems in extended linear-quadratic programming”, Math. Program., 48 (1990), 447–474 | DOI | MR | Zbl
[2] Rockafellar R. T., Wets J. B., “Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time”, SIAM J. Control Optimizat., 28 (1990), 810–922 | DOI | MR
[3] Qi L., “Superlinearly convergent approximate Newton methods for $\mathrm{LC}^1$ optimization problems”, Math. Program., 64 (1994), 277–294 | DOI | MR | Zbl
[4] Klatte D., Tammer K., “On the second order sufficient conditions to perturbed $C^{1,1}$ optimization problems”, Optimization, 19 (1988), 169–180 | DOI | MR
[5] Qi L., $\mathrm{LC}^1$ functions and $\mathrm{LC}^1$ optimization problems, Technical Report AMR 91/21, School of Mathematics, The University of New South Wales, Sydney, 1991
[6] Izmailov A. F., Solodov M. V., “The theory of 2-regularity for mappings with Lipschitzian derivatives and its applications to optimality conditions”, Math. Operat. Res., 27 (2002), 614–635 | DOI | MR | Zbl
[7] Stein O., “Lifting mathematical programs with complementarity constraints”, Math. Program., 131 (2012), 71–94 | DOI | MR | Zbl
[8] Izmailov A. F., Pogosyan A. L., Solodov M. V., “Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints”, Comput. Optimizat. Appl., 51 (2012), 199–221 | DOI | MR | Zbl
[9] LANCELOT http://www.cse.scitech.ac.uk/nag/lancelot/lancelot.shtml
[10] ALGENCAN http://www.ime.usp.br/ẽgbirgin/tango/
[11] Bertsekas D., Uslovnaya optimizatsiya i metody mnozhitelei Lagranzha, Radio i svyaz, M., 1987 | MR | Zbl
[12] Izmailov A. F., Solodov M. F., Chislennye metody optimizatsii, 2-e izd., pererab. i dop., Fizmatlit, M., 2008
[13] Fernández D., Solodov M. V., “Local convergence of exact and inexact augmented Lagrangian methods under the second-order sufficient optimality condition”, SIAM J. Optimizat., 22:2 (2012), 384–407 | DOI | MR | Zbl
[14] Klark F., Optimizatsiya i negladkii analiz, Nauka, M., 1988 | MR | Zbl
[15] Robinson S. M., “A quadratically convergent algorithm for general nonlinear programming problems”, Math. Program., 3 (1972), 145–156 | DOI | MR | Zbl
[16] Murtagh B. A., Saunders M. A., “A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints”, Math. Program. Study, 16 (1982), 84–117 | DOI | MR | Zbl
[17] Friedlander M. P., Saunders M. A., “A globally convergent linearly constrained Lagrangian method for nonlinear optimization”, SIAM J. Optimizat., 15 (2005), 863–897 | DOI | MR | Zbl
[18] Murtagh B. A., Saunders M. A., MINOS 5.0 user's guide, Technical Report SOL 83.20, Stanford University, 1983 | Zbl
[19] Izmailov A. F., Solodov M. V., “Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization”, Comput. Optimizat. Appl., 46 (2010), 347–368 | DOI | MR | Zbl
[20] Robinson S. M., “Strongly regular generalized equations”, Math. Oper. Res., 5 (1980), 43–62 | DOI | MR | Zbl
[21] Dontchev A. L., Rockafellar R. T., Implicit functions and solution mappings, Springer, New York, 2009 | MR
[22] Robinson S. M., “Newton's method for a class of nonsmooth functions”, Set-Valued Analysis, 2 (1994), 291–305 | DOI | MR | Zbl
[23] Dontchev A. L., Rockafellar R. T., “Newton's method for generalized equations: a sequential implicit function theorem”, Math. Program., 123 (2010), 139–159 | DOI | MR | Zbl
[24] Josephy N. H., Newton's method for generalized equations, Technical Summary Report No 1965, Mathematics Research Center, University of Wisconsin, Madison, 1979
[25] Josephy N. H., Quasi-Newton methods for generalized equations, Technical Summary Report No 1966, Mathematics Research Center, University of Wisconsin, Madison, 1979
[26] Izmailov A. F., Strongly regular nonsmooth generalized equations, IMPA preprint serie D 096/2012, IMPA, Rio de Janeiro, 2012
[27] Izmailov A. F., Kurennoy A. S., Solodov M. V., “The Josephy–Newton method for semismooth generalized equations and semismooth SQP for optimization”, Set-Valued Var. Analys., 2012 | DOI | MR