arXiv:1910.06894 Abstract | arXiv Analytics

arXiv:1910.06894 [math.OC]Abstract References Reviews Resources

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

Ashkan Mohammadi, Boris Mordukhovich, Ebrahim Sarabi

Published 2019-10-15Version 1

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.

Categories: math.OC

Keywords: superlinear convergence, kkt systems, sqp method, parabolic regularity, regular constrained optimization problems

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