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Abstract
It has long been known that barrier algorithms for constrained optimization can produce a sequence of iterates converging to a critical point satisfying weak second-order necessary optimality conditions, when their inner iterations ensures that second-order necessary conditions hold at each barrier minimizer. We show that, despite this, strong second-order necessary conditions may fail to be attained at the limit, even if the barrier minimizers satisfy second-order sufficient optimality conditions.
Original language | English |
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Pages (from-to) | 433-438 |
Number of pages | 6 |
Journal | Mathematical Programming |
Volume | 85 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jan 1999 |
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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization
Sartenaer, A. (CoI) & Toint, P. (CoI)
1/01/87 → …
Project: Research Axis
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Interior point algorithms
Toint, P. (PI) & Sartenaer, A. (Researcher)
1/01/97 → 28/02/02
Project: Research