A note on the convergence of an augmented Lagrangian algorithm to second-order stationary points
DOI:
https://doi.org/10.5540/03.2018.006.01.0302Resumen
Many algorithms that ensure second-order necessary optimality conditions were developed in the literature. To the best of our knownledge, none of them guarantee Strong Second-Order Necessary Condition (SSONC). Gould and Toint [5] showed that we do not expect SSONC in the barrier method. In this paper, we argue by an example that the same is true for the second-order augmented Lagrangian method introduced in [1]. This reinforces the Weak Second-Order Necessary Condition as the appropriate condition for the convergence analysis of second-order optimization algorithms.Descargas
Los datos de descargas todavía no están disponibles.
Descargas
Publicado
2018-02-14
Número
Sección
Trabalhos Completos