Name
Abstract | ||
|---|---|---|
Sufficient conditions for global convergence of the primal-dual active set strategy for finite and infinite dimensional quadratic, as well as nonlinear optimization, problems with affine equality and inequality constraints are presented. These conditions involve diagonal dominance and cone preserving properties of the operator defining the cost functional. Globalization strategies are also provided, and specific sufficient conditions for the primal-dual active set step to have a descent property are given. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1137/050632713 | SIAM J. Control and Optimization |
Keywords | Field | DocType |
affine equality,sufficient condition,inequality constraint,diagonal dominance,active set strategy,global convergence,primal-dual active set step,primal-dual active set strategy,diagonally dominant systems,globalization strategy,specific sufficient condition,descent property,globalization | Convergence (routing),Affine transformation,Mathematical optimization,Active set method,Nonlinear programming,Diagonally dominant matrix,Duality (optimization),Operator (computer programming),Diagonal matrix,Mathematics | Journal |
Volume | Issue | ISSN |
46 | 1 | 0363-0129 |
Citations | PageRank | References |
0 | 0.34 | 5 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Kazufumi Ito | 1 | 833 | 103.58 |
| Karl Kunisch | 2 | 1370 | 145.58 |