Primal Superlinear Convergence of Sqp Methods in Piecewise Linear-Quadratic Composite Optimization
M. Ebrahim Sarabi
Topics & Concepts
Karush–Kuhn–Tucker conditionsSequential quadratic programmingMathematicsPiecewiseLagrange multiplierApplied mathematicsMathematical optimizationQuadratic programmingConvergence (economics)Quadratic equationUniquenessLocal convergencePiecewise linear functionNewton's methodMathematical analysisIterative methodNonlinear systemGeometryPhysicsEconomic growthEconomicsQuantum mechanicsAdvanced Optimization Algorithms ResearchOptimization and Variational AnalysisSparse and Compressive Sensing Techniques