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ABSTRACT NEWTONIAN FRAMEWORKS AND THEIR APPLICATIONS.

Authors :
IZMAILOV, A. F.
KURENNOY, A. S.
Source :
SIAM Journal on Optimization. 2013, Vol. 23 Issue 4, p2369-2396. 28p.
Publication Year :
2013

Abstract

We unify and extend some Newtonian iterative frameworks developed earlier in the literature, which results in a collection of convenient tools for local convergence analysis of various algorithms under various sets of assumptions including strong metric regularity, semistability, or upper-Lipschitz stability, the latter allowing for nonisolated solutions. These abstract schemes are further applied for deriving sharp local convergence results for some constrained optimization algorithms under reduced smoothness hypotheses. Specifically, we consider applications to the augmented Lagrangian method and to the linearly constrained Lagrangian method for problems with Lipschitzian derivatives but possibly without second derivatives, and our local convergence analysis for these methods improves all the existing theories of this kind. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
23
Issue :
4
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
103402577
Full Text :
https://doi.org/10.1137/120899194