We argue that most Lagrange-Newton methods can be broken down into the following generic ingredients: a constraint relaxation strategy: a systematic way to relax the general constraints; an inequality handling method: a systematic way to handle the inequality constraints; a Lagrange-Newton subproblem: a local Lagrange-Newton approximation of the reformulated problem, composed of: * a Hessian model: a model of the Lagrangian Hessian of the original problem; * an inertia control strategy: a strategy to correct the inertia of the Lagrangian Hessian or the augmented system of the reformulated problem; a globalization strategy: an acceptance test of the trial iterate; * a globalization mechanism: a recourse action upon rejection of the trial iterate.
The following graph gives an overview of state-of-the-art strategies:
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