INVESTIGADORES
FERNANDEZ FERREYRA Damian Roberto
congresos y reuniones científicas
Título:
A quasi-Newton strategy for the sSQP method for variational inequalities and optimization problems
Autor/es:
DAMIÁN FERNÁNDEZ
Lugar:
Mambucaba-RJ
Reunión:
Workshop; VIII Brazilian Workshop on Continuous Optimization; 2009
Institución organizadora:
CNPq / IMPA
Resumen:
The quasi-Newton strategy presented in this work preserves one of the most important features of the stabilized sequential quadratic programming (sSQP) method, the local convergence without constraint qualifications assumptions. Quadratic convergence of the primal-dual sequence of the sSQP method had been established assuming only the second-order sufficient condition. In this work we show that, when the matrices of the quasi-Newton strategy are updated in the classical form, the generated sequence of matrices is bounded and the primal-dual sequence converges to a solution with superlinear rate.
