Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Local Influence Under Parameter Constraints

Calculations of local influence curvatures and leverage have been well developed when the parameters are unrestricted. In this article, we discuss the assessment of local influence and leverage under linear equality parameter constraints with extensions to inequality constraints. Using a penalized quadratic function we express the normal curvature of local influence for arbitrary perturbation schemes and the generalized leverage matrix in interpretable forms, which depend on restricted and unrestricted components. The results are quite general and can be applied in various statistical models. In particular, we derive the normal curvature under three useful perturbation schemes for generalized linear models. Four illustrative examples are analyzed by the methodology developed in the article.