-

 

 

 




Optimization Online





 

Some theoretical limitations of second-order algorithms for smooth constrained optimization

Gabriel Haeser (ghaeser***at***ime.usp.br)

Abstract: In second-order algorithms, we investigate the relevance of the constant rank of the full set of active constraints in ensuring global convergence to a second-order stationary point. We show that second-order stationarity is not expected in the non-constant rank case if the growth of the so-called tangent multipliers, associated with a second-order complementarity measure, is not controlled. We then investigate how these parameters should be controlled in order for the second-order information to remain present. Since no algorithm directly controls the growth of tangent multipliers, we argue that there is a theoretical limitation of present algorithms in finding second-order stationary points beyond the constant rank case.

Keywords: Global convergence, Second-order algorithms, Constant rank, Second-order optimality conditions

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation:

Download: [PDF]

Entry Submitted: 01/30/2017
Entry Accepted: 01/30/2017
Entry Last Modified: 05/16/2017

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society