1.5-Q-superlinear convergence of an exterior-point method for constrained optimization Dedicated to Professor Gil Strang on the occasion on his 70th birthday
نویسندگان
چکیده
We introduce and analyze an exterior-point method (epm) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the epm converges to the primal-dual solution with 1.5-Q-superlinear rate.
منابع مشابه
1.5-Q-superlinear convergence of an exterior-point method for constrained optimization
We introduce and analyze an exterior-pointmethod (EPM) for constrained optimization problems with both inequality constraints and equations. We show that under the standard second-order optimality conditions the EPM converges to the primal–dual solution with 1.5-Q-superlinear rate.
متن کاملSuperlinearly convergent exact penalty projected structured Hessian updating schemes for constrained nonlinear least squares: asymptotic analysis
We present a structured algorithm for solving constrained nonlinear least squares problems, and establish its local two-step Q-superlinear convergence. The approach is based on an adaptive structured scheme due to Mahdavi-Amiri and Bartels of the exact penalty method of Coleman and Conn for nonlinearly constrained optimization problems. The structured adaptation also makes use of the ideas of N...
متن کاملAtomic and subnanometer resolution in ambient conditions by atomic force microscopy
editor: W.H. Weinberg Dedicated to Professor Wuyang Chu (USTB) on the occasion of his 70th birthday
متن کاملBivariate Extensions of Abramov’s Algorithm for Rational Summation Dedicated to Professor Sergei A. Abramov on the occasion of his 70th birthday
Abramov’s algorithm enables us to decide whether a univariate rational function can be written as a difference of another rational function, which has been a fundamental algorithm for rational summation. In 2014, Chen and Singer have generalized Abramov’s algorithm to the case of rational functions in two (q-)discrete variables. In this paper we solve the remaining three mixed cases, which comp...
متن کاملLESSER KNOWN MIRACLES OF BURGERS EQUATION∗ Dedicated to Professor Constantine M. Dafermos on the occasion of his 70th birthday
This article is a short introduction to the surprising appearance of Burgers equation in some basic probabilistic models.
متن کامل