A stabilized sequential quadratic programming method for degenerate nonlinear optimization problems on Riemannian manifolds
Yuya Yamakawa, Mamoru Oka
Abstract
We propose a stabilized sequential quadratic programming (SQP) method for degenerate constrained optimization problems on Riemannian manifolds. The problem considered in this study is a Riemannian nonlinear programming problem (RNLP) with equality and inequality constraints, where classical constraint qualifications may fail. While existing Riemannian SQP methods guarantee global convergence only under constraint qualifications, their convergence behavior is not ensured for degenerate problems. To address this limitation, we extend the stabilized SQP framework from Euclidean spaces to Riemannian manifolds. Without assuming any constraint qualification, we prove that the generated sequence has an accumulation point that is a Karush--Kuhn--Tucker (KKT) point, an approximate KKT (AKKT) point, or a stationary point of an associated feasibility problem. Finally, we conduct numerical experiments to confirm the effectiveness of the proposed method for degenerate problems.
Create a lesson
Related papers
Level-Set Geometry and the Theoretical Performance of PDHG for Conic Linear Optimization
Zikai Xiong, Robert M. Freund
Trajectory Manifolds for Nonlinear Data-Enabled Predictive Control
Arda Bayer
Optimizing Lyapunov Certificates via Stability-Preserving Quadratization for Polynomial Systems
Yubo Cai, Gioele Zardini
Regularity of a Multidimensional Principal-Agent Problem with Separable Effort Costs
Shuaijie Qian, Guan Qiao
Near-Optimal Exact-Value Zeroth-Order Complexity for Smooth Strongly Convex Optimization
Wendao Wu, Haihan Zhang, Chenheng Zhang et al.
A VU-calculus for composite functions and the U-Hessian of partly smooth functions
Shuai Liu