RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zh. Vychisl. Mat. Mat. Fiz.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zh. Vychisl. Mat. Mat. Fiz., 2009, Volume 49, Number 2, Pages 241–254 (Mi zvmmf36)  

A new technique for avoiding the Maratos effect

A. F. Izmailov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

Abstract: A well-known difficulty arising in the convergence globalization of Newton-type constrained optimization methods is the Maratos effect, which prevents these methods from achieving a superlinear convergence rate and, in many cases, reduces their general efficiency. For the sequential quadratic programming method with linesearch, a new simple and rather promising technique is proposed to avoid the Maratos effect.

Key words: mathematical programming problem, sequential quadratic programming, linesearch, Maratos effect, superlinear convergence rate.

Full text: PDF file (1820 kB)
References: PDF file   HTML file

English version:
Computational Mathematics and Mathematical Physics, 2009, 49:2, 232–245

Bibliographic databases:

Document Type: Article
UDC: 519.626
Received: 27.05.2008

Citation: A. F. Izmailov, “A new technique for avoiding the Maratos effect”, Zh. Vychisl. Mat. Mat. Fiz., 49:2 (2009), 241–254; Comput. Math. Math. Phys., 49:2 (2009), 232–245

Citation in format AMSBIB
\Bibitem{Izm09}
\by A.~F.~Izmailov
\paper A~new technique for avoiding the Maratos effect
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2009
\vol 49
\issue 2
\pages 241--254
\mathnet{http://mi.mathnet.ru/zvmmf36}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=2555670}
\zmath{https://zbmath.org/?q=an:05649759}
\transl
\jour Comput. Math. Math. Phys.
\yr 2009
\vol 49
\issue 2
\pages 232--245
\crossref{https://doi.org/10.1134/S0965542509020043}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000263968600004}
\scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-62149088229}


Linking options:
  • http://mi.mathnet.ru/eng/zvmmf36
  • http://mi.mathnet.ru/eng/zvmmf/v49/i2/p241

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
    Number of views:
    This page:166
    Full text:59
    References:24
    First page:3

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019