Convergence of the primal-dual active set strategy for diagonally dominant systems

被引：2

作者：

Ito, Kazufumi ^{[1
]}

Kunisch, Karl

机构：

[1] N Carolina State Univ, Dept Math, Ctr Res Sci Computat, Raleigh, NC 27695 USA

[2] Austrian Acad Sci, RICAM, Linz, Austria

[3] Graz Univ, Inst Math & Wissensch Rechnen, Graz, Austria

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2007年 / 46卷 / 01期

关键词：

primal-dual active set strategy; diagonally dominant systems; bilateral constraints; globalization;

D O I：

10.1137/050632713

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Sufficient conditions for global convergence of the primal-dual active set strategy for finite and infinite dimensional quadratic, as well as nonlinear optimization, problems with affine equality and inequality constraints are presented. These conditions involve diagonal dominance and cone preserving properties of the operator defining the cost functional. Globalization strategies are also provided, and specific sufficient conditions for the primal-dual active set step to have a descent property are given.

引用

页码：14 / 34

页数：21

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