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arXiv · 1910.06894

Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity

Ashkan Mohammadi·Boris Mordukhovich·Ebrahim Sarabi
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Abstract

This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems for a broadclass of constrained optimization problems generated by parabolically regular sets. Secondly, the obtained characterizations are applied to establish well-posedness and superlinear convergence of the basic sequential quadratic programming method to solve parabolically regular constrained optimization problems.

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Ashkan Mohammadi, Boris Mordukhovich, Ebrahim Sarabi. 2019-10-15. Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity. https://arxiv.org/abs/1910.06894

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