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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 2, Pages 241–254 (Mi zvmmf36)  
This article is cited in 1 scientific paper (total in 1 paper)

A new technique for avoiding the Maratos effect

A. F. Izmailov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
Full-text PDF (1820 kB) Citations (1)
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Abstract: A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, in many cases, reduces their general efficiency. For the sequential quadratic programming method with linesearch, a new simple and rather promising technique is proposed to avoid the Maratos effect.
Key words: mathematical programming problem, sequential quadratic programming, linesearch, Maratos effect, superlinear convergence rate.
Received: 27.05.2008
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 2, Pages 232–245
DOI: https://doi.org/10.1134/S0965542509020043
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: A. F. Izmailov, “A new technique for avoiding the Maratos effect”, Zh. Vychisl. Mat. Mat. Fiz., 49:2 (2009), 241–254; Comput. Math. Math. Phys., 49:2 (2009), 232–245
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:45
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