Stabilized sequential quadratic programming: a survey

Autores
Fernández Ferreyra, Damián Roberto; Solodov, Mikhail
Año de publicación
2014
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.
Fil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Córdoba. Centro de Investigación y Estudios de Matemática de Córdoba(p); Argentina
Fil: Solodov, Mikhail. Conselho Nacional de Desenvolvimiento Cientf y Tec. Associacao Instituto Nacional de Matematica Pura E Aplicada; Brasil
Materia
Newton Method
Stabilized Sequential Quadratic Programming
Constrained Optimization
Variational Problem
Second-Order Sufficiency
Noncritical Lagrange Multipliers
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/10523
Acceder
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network_name_str CONICET Digital (CONICET)
spelling Stabilized sequential quadratic programming: a surveyFernández Ferreyra, Damián RobertoSolodov, MikhailNewton MethodStabilized Sequential Quadratic ProgrammingConstrained OptimizationVariational ProblemSecond-Order SufficiencyNoncritical Lagrange Multipliershttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.Fil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Córdoba. Centro de Investigación y Estudios de Matemática de Córdoba(p); ArgentinaFil: Solodov, Mikhail. Conselho Nacional de Desenvolvimiento Cientf y Tec. Associacao Instituto Nacional de Matematica Pura E Aplicada; BrasilSociedade Brasileira de Pesquisa Operacional2014-11info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/10523Fernández Ferreyra, Damián Roberto; Solodov, Mikhail; Stabilized sequential quadratic programming: a survey; Sociedade Brasileira de Pesquisa Operacional; Pesquisa Operacional; 34; 3; 11-2014; 463-4790101-74381678-5142enginfo:eu-repo/semantics/altIdentifier/doi/10.1590/0101-7438.2014.034.03.0463info:eu-repo/semantics/altIdentifier/url/http://ref.scielo.org/ccvmcjinfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-22T11:05:19Zoai:ri.conicet.gov.ar:11336/10523instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-22 11:05:19.95CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Stabilized sequential quadratic programming: a survey
title Stabilized sequential quadratic programming: a survey
spellingShingle Stabilized sequential quadratic programming: a survey
Fernández Ferreyra, Damián Roberto
Newton Method
Stabilized Sequential Quadratic Programming
Constrained Optimization
Variational Problem
Second-Order Sufficiency
Noncritical Lagrange Multipliers
title_short Stabilized sequential quadratic programming: a survey
title_full Stabilized sequential quadratic programming: a survey
title_fullStr Stabilized sequential quadratic programming: a survey
title_full_unstemmed Stabilized sequential quadratic programming: a survey
title_sort Stabilized sequential quadratic programming: a survey
dc.creator.none.fl_str_mv Fernández Ferreyra, Damián Roberto
Solodov, Mikhail
author Fernández Ferreyra, Damián Roberto
author_facet Fernández Ferreyra, Damián Roberto
Solodov, Mikhail
author_role author
author2 Solodov, Mikhail
author2_role author
dc.subject.none.fl_str_mv Newton Method
Stabilized Sequential Quadratic Programming
Constrained Optimization
Variational Problem
Second-Order Sufficiency
Noncritical Lagrange Multipliers
topic Newton Method
Stabilized Sequential Quadratic Programming
Constrained Optimization
Variational Problem
Second-Order Sufficiency
Noncritical Lagrange Multipliers
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.
Fil: Fernández Ferreyra, Damián Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Córdoba. Centro de Investigación y Estudios de Matemática de Córdoba(p); Argentina
Fil: Solodov, Mikhail. Conselho Nacional de Desenvolvimiento Cientf y Tec. Associacao Instituto Nacional de Matematica Pura E Aplicada; Brasil
description We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.
publishDate 2014
dc.date.none.fl_str_mv 2014-11
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/10523
Fernández Ferreyra, Damián Roberto; Solodov, Mikhail; Stabilized sequential quadratic programming: a survey; Sociedade Brasileira de Pesquisa Operacional; Pesquisa Operacional; 34; 3; 11-2014; 463-479
0101-7438
1678-5142
url http://hdl.handle.net/11336/10523
identifier_str_mv Fernández Ferreyra, Damián Roberto; Solodov, Mikhail; Stabilized sequential quadratic programming: a survey; Sociedade Brasileira de Pesquisa Operacional; Pesquisa Operacional; 34; 3; 11-2014; 463-479
0101-7438
1678-5142
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.1590/0101-7438.2014.034.03.0463
info:eu-repo/semantics/altIdentifier/url/http://ref.scielo.org/ccvmcj
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
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score 12.982451

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