A new technique for avoiding the Maratos effect |
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Authors: | A F Izmailov |
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Institution: | (1) Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia |
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Abstract: | 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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Keywords: | mathematical programming problem sequential quadratic programming linesearch Maratos effect superlinear convergence rate |
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