Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity
Ashkan Mohammadi, Boris S. Mordukhovich, Ebrahim Sarabi
Abstract
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Ashkan Mohammadi, Boris S. Mordukhovich, Ebrahim Sarabi
Abstract
Open-access reader
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.
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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.
Key concepts: Karush–Kuhn–Tucker conditions, Sequential quadratic programming, Mathematics, Convergence (economics), Stability (learning theory), Mathematical optimization, Quadratic programming, Optimization problem