Perturbation lemma for the Newton method with application to the SQP Newton method

摘要

We study the convergence of a general perturbation of the Newton method for solving a nonlinear system of equations. As an application, we show that the augmented Lagrangian successive quadratic programming is locally and q-quadratically convergent in the variable x to the solution of an equality constrained optimization problem, under a mild condition on the penalty parameter and the choice of the Lagrange multipliers. [References: 12]