|
Scientific articles
Reduced Hessian methods as a perturbed Newton–Lagrange method
A. A. Volkova, A. F. Izmailova, E. I. Uskovb a Lomonosov Moscow State University
b Derzhavin Tambov State University
Abstract:
For an equality-constrained optimization problem, we consider the possibility to interpret sequential quadratic programming methods employing the Hessian of the Lagrangian reduced to the null space of the constraints’ Jacobian, as a perturbed Newton–Lagrange method. We demonstrate that such interpretation with required estimates on perturbations is possible for certain sequences generated by variants of these methods making use of second-order corrections. This allows to establish, from a general perspective, superlinear convergence of such sequences, the property generally missing for the main sequences of the methods in question.
Keywords:
equality-constrained optimization problem, sequential quadratic programming, reduced Hessian of the Lagrangian, perturbed Newton–Lagrange method framework, second-order corrections, superlinear convergence
Received: 21.01.2024 Accepted: 11.03.2024
Citation:
A. A. Volkov, A. F. Izmailov, E. I. Uskov, “Reduced Hessian methods as a perturbed Newton–Lagrange method”, Russian Universities Reports. Mathematics, 29:145 (2024), 51–64
Linking options:
https://www.mathnet.ru/eng/vtamu313 https://www.mathnet.ru/eng/vtamu/v29/i145/p51
|
Statistics & downloads: |
Abstract page: | 45 | Full-text PDF : | 23 | References: | 12 |
|