Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton's method
James V. Burke, Abraham Engle
| Year of publication: |
2020
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|---|---|
| Authors: | Burke, James V. ; Engle, Abraham |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 3, p. 1164-1192
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| Subject: | convex-composite optimization | generalized equations | Newton's method | quasi-Newton methods | partial smoothness | piecewise linear-quadratic | strong metric subregularity | strong metric regularity | quadratic convergence | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Nichtlineare Optimierung | Nonlinear programming | Wirtschaftliche Konvergenz | Economic convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012293377