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@article{Izmailov2004NewtonTypeMF, title={Newton-Type Methods for Optimization Problems without Constraint Qualifications}, author={Alexey F. Izmailov and Mikhail V. Solodov}, journal={SIAM Journal on Optimization}, year={2004}, volume={15}, pages={210-228} }

- Published 2004 in SIAM Journal on Optimization
DOI:10.1137/S1052623403427264

We consider equality-constrained optimization problems, where a given solution may not satisfy any constraint qualification but satisfies the standard second-order sufficient condition for optimality. Based on local identification of the rank of the constraints degeneracy via the singular-value decomposition, we derive a modified primal-dual optimality system whose solution is locally unique, nondegenerate, and thus can be found by standard Newton-type techniques. Using identification of activeâ€¦Â CONTINUE READING

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