Mathematical Programming

, Volume 95, Issue 1, pp 137–160

Constraint identification and algorithm stabilization for degenerate nonlinear programs

  • Stephen J. Wright

DOI: 10.1007/s10107-002-0344-8

Cite this article as:
Wright, S. Math. Program., Ser B (2003) 95: 137. doi:10.1007/s10107-002-0344-8

Abstract.

 In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for distinguishing weakly active from strongly active constraints. We show that this information can be used to modify the sequential quadratic programming algorithm so that it exhibits superlinear convergence to the solution under assumptions weaker than those made in previous analyses.

Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Stephen J. Wright
    • 1
  1. 1.Computer Sciences Department, University of Wisconsin, 1210 W. Dayton St., Madison, Wisconsin 53706, e-mail: swright@cs.wisc.eduUS

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