Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/4759
Title: On the constant positive linear dependence condition and its application to SQP methods
Authors: Qi, Liqun
Wei, Zengxin
Subjects: Constrained optimization
KKT point
Constraint qualification
Feasible SQP method
Global convergence
Superlinear convergence
Issue Date: 2000
Publisher: Society for Industrial and Applied Mathematics
Source: SIAM journal on optimization, 2000, v. 10, no. 4, p. 963-981.
Abstract: In this paper, we introduce a constant positive linear dependence condition (CPLD), which is weaker than the Mangasarian–Fromovitz constraint qualification (MFCQ) and the constant rank constraint qualification (CRCQ). We show that a limit point of a sequence of approximating Karush–Kuhn–Tucker (KKT) points is a KKT point if the CPLD holds there. We show that a KKT point satisfying the CPLD and the strong second-order sufficiency conditions (SSOSC) is an isolated KKT point. We then establish convergence of a general sequential quadratical programming (SQP) method under the CPLD and the SSOSC. Finally, we apply these results to analyze the feasible SQP method proposed by Panier and Tits in 1993 for inequality constrained optimization problems. We establish its global convergence under the SSOSC and a condition slightly weaker than the Mangasarian–Fromovitz constraint qualification, and we prove superlinear convergence of a modified version of this algorithm under the SSOSC and a condition slightly weaker than the linear independence constraint qualification.
Rights: © 2000 Society for Industrial and Applied Mathematics
Type: Journal/Magazine Article
URI: http://hdl.handle.net/10397/4759
DOI: 10.1137/S1052623497326629
ISSN: 1052-6234 (print)
1095-7189 (online)
Appears in Collections:AMA Journal/Magazine Articles

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