Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity
Optimization and Control
2020-04-15 v2
Abstract
This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems for a broadclass of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained characterizations are applied to establish well-posedness and superlinear convergence of the basic sequential quadratic programming method to solve parabolically regular constrained optimization problems.
Keywords
Cite
@article{arxiv.1910.06894,
title = {Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity},
author = {Ashkan Mohammadi and Boris Mordukhovich and Ebrahim Sarabi},
journal= {arXiv preprint arXiv:1910.06894},
year = {2020}
}