Strong uniqueness in sequential linear programming

Strong uniqueness in sequential linear programming
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DOI：
10.1017/s0334270000006731
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发表时间：
1990-04
期刊：
The Journal of the Australian Mathematical Society. Series B. Applied Mathematics
影响因子：
--
通讯作者：
M. R. Osborne;R. Womersley
M. R. Osborne;R. Womersley
中科院分区：
其他
文献类型：
--
作者：
M. R. Osborne;R. Womersley

文献摘要

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摘要利用强唯一性可以证明广义高斯-牛顿算法的二阶收敛性。在形式上，该算法包含了作为特例的顺序线性规划。本文证明了序贯线性规划算法的二阶收敛性得到了扩展。同时给出了一个例子，证明了基于强唯一性的二阶收敛结果必须有Lipschitz连续性的假设。
Abstract It is known that strong uniqueness can be used to prove second order convergence of the generalised Gauss-Newton algorithm. Formally this algorithm includes sequential linear programming as a special case. Here we show that the second order convergence result extends when the sequential linear programming algorithm is formulated appropriately. Also this discussion provides an example which shows that the assumption of Lipschitz continuity is necessary for the second order convergence result based on strong uniqueness.