INVESTIGADORES
FERNANDEZ FERREYRA Damian Roberto
congresos y reuniones científicas
Título:
Stabilized Newton-type Method for Variational Problems
Autor/es:
DAMIÁN FERNÁNDEZ
Lugar:
Chicago-IL
Reunión:
Simposio; 20th International Symposium of Mathematical Programming; 2009
Institución organizadora:
Mathematical Programming Society
Resumen:
The stabilized sequential quadratic programming algorithm (sSQP) had been developed to guarantee fast convergence for degenerate optimization problems. Superlinear convergence of sSQP had been previously established under the strong second-order sufficient condition for optimality (without any constraint qualification assumptions). We prove the superlinear convergence assuming only the usual second-order sufficient condition. In addition, our analysis is carried out to variational problems.
