A note on the convergence of barrier algorithms to second-order necessary points

نویسندگان

  • Nicholas I. M. Gould
  • Philippe L. Toint
چکیده

It has long been known that barrier algorithms for constrained optimization can produce a sequence of iterates converging to a critical point satisfying weak second-order necessary optimality conditions, when their inner iterations ensures that second-order necessary conditions hold at each barrier minimizer. We show that, despite this, strong second-order necessary conditions may fail to be attained at the limit, even if the barrier minimizers satisfy second-order sufficient optimality conditions.

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عنوان ژورنال:
  • Math. Program.

دوره 85  شماره 

صفحات  -

تاریخ انتشار 1999