Article ID Journal Published Year Pages File Type
7543803 Operations Research Letters 2018 12 Pages PDF
Abstract
In second-order algorithms, we investigate the relevance of the constant rank of the full set of active constraints in ensuring global convergence to a second-order stationary point under a constraint qualification. We show that second-order stationarity is not expected in the non-constant rank case if the growth of so-called tangent AKKT2 sequences is not controlled. Since no algorithm controls their growth, we argue that there is a theoretical limitation of algorithms in finding second-order stationary points without constant rank assumptions.
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
Authors
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