Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods

DOI10.1137/S0363012900383089zbMath1029.49026OpenAlexW2024205386MaRDI QIDQ4785664

Martin Weiser, Stefan Volkwein

Publication date: 5 January 2003

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012900383089

zbMATH Keywords

Burgers equationnonlinear programmingmultiplier methodsSQP methodsaffine invariant norms

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 (5)

ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints ⋮ Optimal boundary control of the unsteady Burgers equation with simultaneous space-time discretization ⋮ Adaptive finite element approximation for a constrained optimal control problem via multi-meshes ⋮ An interior point algorithm with inexact step computation in function space for state constrained optimal control ⋮ Superlinear convergence of the control reduced interior point method for PDE constrained optimization

Uses Software

• NewtonLib

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