A sequential homotopy method for mathematical programming problems

  title={A sequential homotopy method for mathematical programming problems},
  author={Andreas Potschka and Hans Georg Bock},
  journal={Mathematical Programming},
We propose a sequential homotopy method for the solution of mathematical programming problems formulated in abstract Hilbert spaces under the Guignard constraint qualification. The method is equivalent to performing projected backward Euler timestepping on a projected gradient/antigradient flow of the augmented Lagrangian. The projected backward Euler equations can be interpreted as the necessary optimality conditions of a primal-dual proximal regularization of the original problem. The… 
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