Constraint identification and algorithm stabilization for degenerate nonlinear programs.
Journal Article
·
· Math. Program., Series B
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.
- Research Organization:
- Argonne National Laboratory (ANL)
- Sponsoring Organization:
- SC
- DOE Contract Number:
- AC02-06CH11357
- OSTI ID:
- 943195
- Report Number(s):
- ANL/MCS-P865-1200
- Journal Information:
- Math. Program., Series B, Journal Name: Math. Program., Series B Journal Issue: 2003 Vol. 95; ISSN 0025-5610
- Country of Publication:
- United States
- Language:
- ENGLISH
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