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On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems

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Abstract

We consider the class of quadratically-constrained quadratic-programming methods in the framework extended from optimization to more general variational problems. Previously, in the optimization case, Anitescu (SIAM J. Optim. 12, 949–978, 2002) showed superlinear convergence of the primal sequence under the Mangasarian-Fromovitz constraint qualification and the quadratic growth condition. Quadratic convergence of the primal-dual sequence was established by Fukushima, Luo and Tseng (SIAM J. Optim. 13, 1098–1119, 2003) under the assumption of convexity, the Slater constraint qualification, and a strong second-order sufficient condition. We obtain a new local convergence result, which complements the above (it is neither stronger nor weaker): we prove primal-dual quadratic convergence under the linear independence constraint qualification, strict complementarity, and a second-order sufficiency condition. Additionally, our results apply to variational problems beyond the optimization case. Finally, we provide a necessary and sufficient condition for superlinear convergence of the primal sequence under a Dennis-Moré type condition.

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Authors and Affiliations

  1. Instituto de Matemática Pura e Aplicada, Estrada Dona Castorina 110, Jardim Botânico, Rio de Janeiro, RJ, 22460-320, Brazil

    Damián Fernández & Mikhail Solodov

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  1. Damián Fernández
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  2. Mikhail Solodov
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Correspondence to Mikhail Solodov.

Additional information

Research of the second author is partially supported by CNPq Grants 300734/95-6 and 471780/2003-0, by PRONEX–Optimization, and by FAPERJ.

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Fernández, D., Solodov, M. On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems. Comput Optim Appl 39, 143–160 (2008). https://doi.org/10.1007/s10589-007-9064-6

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  • DOI: https://doi.org/10.1007/s10589-007-9064-6

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