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JOURNALS // Russian Universities Reports. Mathematics // Archive

Russian Universities Reports. Mathematics, 2024 Volume 29, Issue 145, Pages 51–64 (Mi vtamu313)

Scientific articles

Reduced Hessian methods as a perturbed Newton–Lagrange method

A. A. Volkova, A. F. Izmailova, E. I. Uskovb

a Lomonosov Moscow State University
b Derzhavin Tambov State University

Abstract: For an equality-constrained optimization problem, we consider the possibility to interpret sequential quadratic programming methods employing the Hessian of the Lagrangian reduced to the null space of the constraints’ Jacobian, as a perturbed Newton–Lagrange method. We demonstrate that such interpretation with required estimates on perturbations is possible for certain sequences generated by variants of these methods making use of second-order corrections. This allows to establish, from a general perspective, superlinear convergence of such sequences, the property generally missing for the main sequences of the methods in question.

Keywords: equality-constrained optimization problem, sequential quadratic programming, reduced Hessian of the Lagrangian, perturbed Newton–Lagrange method framework, second-order corrections, superlinear convergence

UDC: 519

MSC: 47J05, 65K15

Received: 21.01.2024
Accepted: 11.03.2024

DOI: 10.20310/2686-9667-2024-29-145-51-64



© Steklov Math. Inst. of RAS, 2024