Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity

Autor: Mohammadi, Ashkan, Mordukhovich, Boris, Sarabi, Ebrahim
Rok vydání: 2019
Předmět:
Druh dokumentu: Working Paper
Popis: This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems for a broadclass of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained characterizations are applied to establish well-posedness and superlinear convergence of the basic sequential quadratic programming method to solve parabolically regular constrained optimization problems.
Databáze: arXiv