Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates

DOI10.1137/S0036142998348212zbMath1027.49027OpenAlexW2039111549MaRDI QIDQ4539423

Ekkehard W. Sachs, Stefan Volkwein

Publication date: 8 July 2002

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142998348212

zbMATH Keywords

nonlinear programmingmultiplier methodsSQP methodsmultiplier updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55) Numerical methods for partial differential equations, boundary value problems (65N99)

Related Items (3)

Mesh-Independence of Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates ⋮ Adaptive finite element approximation for a constrained optimal control problem via multi-meshes ⋮ A smoothed penalty iteration for state constrained optimal control problems for partial differential equations

This page was built for publication: Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates