Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization

Ashkan Mohammadi (), Boris S. Mordukhovich () and M. Ebrahim Sarabi ()
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Ashkan Mohammadi: Wayne State University
Boris S. Mordukhovich: Wayne State University
M. Ebrahim Sarabi: Miami University

Journal of Optimization Theory and Applications, 2020, vol. 186, issue 3, No 1, 758 pages

Abstract: Abstract This paper pursues a twofold goal. Firstly, we aim at deriving novel second-order characterizations of important robust stability properties of perturbed Karush–Kuhn–Tucker systems for a broad class of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained characterizations are applied to establish well-posedness and superlinear convergence of the basic sequential quadratic programming method to solve parabolically regular constrained optimization problems.

Keywords: Variational analysis; Constrained optimization; KKT systems; Metric subregularity and calmness; Critical and noncritical multipliers; SQP methods; Superlinear convergence; 90C31; 65K99; 49J52; 49J53 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-020-01720-y

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