Degenerate nonlinear programming with a quadratic growth condition

被引:65
作者
Anitescu, M [1 ]
机构
[1] Univ Pittsburgh, Dept Math, Pittsburgh, PA 15213 USA
关键词
nonlinear programming; quadratic growth; sequential quadratic programming; degeneracy;
D O I
10.1137/S1052623499359178
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show that the quadratic growth condition and the Mangasarian-Fromovitz constraint qualification (MFCQ) imply that local minima of nonlinear programs are isolated stationary points. As a result, when started sufficiently close to such points, an L-infinity exact penalty sequential quadratic programming algorithm will induce at least R-linear convergence of the iterates to such a local minimum. We construct an example of a degenerate nonlinear program with a unique local minimum satisfying the quadratic growth and the MFCQ but for which no positive semidefinite augmented Lagrangian exists. We present numerical results obtained using several nonlinear programming packages on this example and discuss its implications for some algorithms.
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页码:1116 / 1135
页数:20
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