Degenerate Nonlinear Programming with a Quadratic Growth Condition
نویسنده
چکیده
We show that the quadratic growth condition and the Mangasarian-Fromovitz constraint qualiication imply that local minima of nonlinear programs are isolated stationary points. As a result, when started suuciently close to such points, an L1 exact penalty sequential quadratic programming algorithm will induce at least R-linear convergence of the iterates to such a local minimum. We construct an example of a degenerate nonlinear program with a unique local minimum satisfying the quadratic growth and the Mangasarian-Fromovitz constraint qualiication but for which no positive semideenite augmented Lagrangian exists. We present numerical results obtained using several nonlinear programming packages on this example, and discuss its implications for some algorithms.
منابع مشابه
Preprint Anl/mcs-p761-0699. Degenerate Nonlinear Programming with a Quadratic Growth Condition
We show that the quadratic growth condition and the Mangasarian Fromowitz constraint quali cation imply that local minima of nonlinear programs are isolated station ary points As a result when started su ciently close to such points an L exact penalty sequential quadratic programming algorithm will induce at least R linear convergence of the iterates to such a local minimum We construct an exam...
متن کاملA Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
We present an algorithm that achieves superlinear convergence for nonlinear programs satisfying the Mangasarian-Fromovitz constraint qualiication and the quadratic growth condition. This convergence result is obtained despite the potential lack of a locally convex augmented Lagrangian. The algorithm solves a succession of subproblems that have quadratic objective and quadratic constraints, both...
متن کاملA Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations
Using a generalized assumption of Osgood type, we prove a new comparison result for viscosity sub and supersolutions of fully nonlinear, possibly degenerate, parabolic equations. Our result allows to deal with hamiltonian functions with a quadratic growth in the spatial gradient, under special compatibility conditions with the diffusive terms. It applies in particular to a financial differentia...
متن کاملA TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD
The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most ...
متن کاملDetermining the Optimal Value Bounds of the Objective Function in Interval Quadratic Programming Problem with Unrestricted Variables in Sign
In the most real-world applications, the parameters of the problem are not well understood. This is caused the problem data to be uncertain and indicated with intervals. Interval mathematical models include interval linear programming and interval nonlinear programming problems.A model of interval nonlinear programming problems for decision making based on uncertainty is interval quadratic prog...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 10 شماره
صفحات -
تاریخ انتشار 2000