[图书][B] Variational analysis and generalized differentiation II: Applications
BS Mordukhovich - 2006 - Springer
Variational analysis has been recognized as a fruitful area in mathematics that on the one
hand deals with the study of optimization and equilibrium problems and on the other hand …
hand deals with the study of optimization and equilibrium problems and on the other hand …
Local convergence of the Levenberg–Marquardt method under Hölder metric subregularity
We describe and analyse Levenberg–Marquardt methods for solving systems of nonlinear
equations. More specifically, we propose an adaptive formula for the Levenberg–Marquardt …
equations. More specifically, we propose an adaptive formula for the Levenberg–Marquardt …
Error bounds in metric spaces and application to the perturbation stability of metric regularity
H Van Ngai, M Théra - SIAM Journal on Optimization, 2008 - SIAM
This paper was motivated by the need to establish some new characterizations of the metric
regularity of set-valued mappings. Through these new characterizations it was possible to …
regularity of set-valued mappings. Through these new characterizations it was possible to …
Inverse and implicit function theorems for H-differentiable and semismooth functions
MS Gowda - Optimization Methods and Software, 2004 - Taylor & Francis
In this article, we prove inverse and implicit function theorems for H-differentiable functions,
thereby giving a unified treatment of such theorems for C 1-functions, PC 1-functions, and for …
thereby giving a unified treatment of such theorems for C 1-functions, PC 1-functions, and for …
The theory of 2-regularity for mappings with Lipschitzian derivatives and its applications to optimality conditions
AF Izmailov, MV Solodov - Mathematics of Operations …, 2002 - pubsonline.informs.org
We study local structure of a nonlinear mapping near points where standard regularity
and/or smoothness assumptions need not be satisfied. We introduce a new concept of 2 …
and/or smoothness assumptions need not be satisfied. We introduce a new concept of 2 …
[PDF][PDF] Global linear convergence of an augmented Lagrangian algorithm to solve convex quadratic optimization problems
F Delbos, JC Gilbert - Journal of Convex Analysis, 2005 - who.rocq.inria.fr
We consider an augmented Lagrangian algorithm for minimizing a convex quadratic
function subject to linear inequality constraints. Linear optimization is an important particular …
function subject to linear inequality constraints. Linear optimization is an important particular …
Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods
AF Izmailov, MV Solodov - Mathematical Programming, 2003 - Springer
We consider optimality systems of Karush-Kuhn-Tucker (KKT) type, which arise, for example,
as primal-dual conditions characterizing solutions of optimization problems or variational …
as primal-dual conditions characterizing solutions of optimization problems or variational …
Second-order enhanced optimality conditions and constraint qualifications
K Bai, Y Song, J Zhang - Journal of Optimization Theory and Applications, 2023 - Springer
In this paper, we study second-order necessary optimality conditions for smooth nonlinear
programming problems. Employing the second-order variational analysis and generalized …
programming problems. Employing the second-order variational analysis and generalized …
A class of active-set Newton methods for mixed complementarityproblems
AN Daryina, AF Izmailov, MV Solodov - SIAM Journal on Optimization, 2005 - SIAM
Based on the identification of indices active at a solution of the mixed complementarity
problem (MCP), we propose a class of Newton methods for which local superlinear …
problem (MCP), we propose a class of Newton methods for which local superlinear …
Critical solutions of nonlinear equations: stability issues
AF Izmailov, AS Kurennoy, MV Solodov - Mathematical Programming, 2018 - Springer
It is known that when the set of Lagrange multipliers associated with a stationary point of a
constrained optimization problem is not a singleton, this set may contain so-called critical …
constrained optimization problem is not a singleton, this set may contain so-called critical …