Constraint identification and algorithm stabilization for degenerate nonlinear programs

Constraint identification and algorithm stabilization for degenerate nonlinear programs

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Article ID: iaor20041229
Country: Germany
Volume: 95
Issue: 1
Start Page Number: 137
End Page Number: 160
Publication Date: Jan 2003
Journal: Mathematical Programming
Authors:
Abstract:

In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly active constraints. We show that this information can be used to modify the sequential quadratic programming algorithm so that it exhibits superlinear convergence to the solution under assumptions weaker than those made in previous analyses.

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