Convergence to second order stationary points in inequality constrained optimization

Citation
F. Facchinei et S. Lucidi, Convergence to second order stationary points in inequality constrained optimization, MATH OPER R, 23(3), 1998, pp. 746-766
Citations number
29
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
23
Issue
3
Year of publication
1998
Pages
746 - 766
Database
ISI
SICI code
0364-765X(199808)23:3<746:CTSOSP>2.0.ZU;2-K
Abstract
We propose a new algorithm for the nonlinear inequality constrained minimiz ation problem, and prove that it generates a sequence converging to points satisfying the KKT second order necessary conditions for optimality. The al gorithm is a line search algorithm using directions of negative curvature a nd it can be viewed as a nontrivial extension of corresponding known techni ques from unconstrained to constrained problems. The main tools employed in the definition and in the analysis of the algorithm are a differentiable e xact penalty function and results from the theory of LC1 functions.