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