Damián Fernández

A globally trust-region LP-Newton method for nonsmooth functions under the Hölder metric subregularity

  • Leticia Becher
  • Damián Fernández
  • Alberto Ramos
    • Categories Constrained Nonlinear Optimization Tags , , , ,

    We describe and analyse a globally convergent algorithm to find a possible nonisolated zero of a piecewise smooth mapping over a polyhedral set, such formulation includes Karush-Kuhn-Tucker (KKT) systems, variational inequalities problems, and generalized Nash equilibrium problems. Our algorithm is based on a modification of the fast locally convergent Linear Programming (LP)-Newton method with a … Read more

    A quasi-Newton strategy for the sSQP method for variational inequality and optimization problems

  • Damián Fernández
    • Categories Constrained Nonlinear Optimization, Quadratic Programming Tags , , ,

    The quasi-Newton strategy presented in this paper preserves one of the most important features of the stabilized Sequential Quadratic Programming method, the local convergence without constraint qualifications assumptions. It is known that the primal-dual sequence converges quadratically assuming only the second-order sufficient condition. In this work, we show that if the matrices are updated by … Read more