A new technique for avoiding the Maratos effect

被引:0
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作者
A. F. Izmailov
机构
[1] Moscow State University,Faculty of Computational Mathematics and Cybernetics
关键词
mathematical programming problem; sequential quadratic programming; linesearch; Maratos effect; superlinear convergence rate;
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摘要
A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, in many cases, reduces their general efficiency. For the sequential quadratic programming method with linesearch, a new simple and rather promising technique is proposed to avoid the Maratos effect.
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页码:232 / 245
页数:13
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