Stabilized SQP Methods in Hilbert Spaces

Fuente: arXiv
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Auteurs principaux: Uihlein, Andrian, Wollner, Winnifried
Format: Preprint
Publié: 2023
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author Uihlein, Andrian
Wollner, Winnifried
author_facet Uihlein, Andrian
Wollner, Winnifried
contents Based on techniques by (S.J. Wright 1998) for finite-dimensional optimization, we investigate a stabilized sequential quadratic programming method for nonlinear optimization problems in infinite-dimensional Hilbert spaces. The method is shown to achieve fast local convergence even in the absence of a constraint qualification, generalizing the results obtained by (S.J. Wright 1998 and W.W. Hager 1999) in finite dimensions to this broader setting.
format Preprint
id arxiv_https___arxiv_org_abs_2312_14801
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Stabilized SQP Methods in Hilbert Spaces
Uihlein, Andrian
Wollner, Winnifried
Optimization and Control
Based on techniques by (S.J. Wright 1998) for finite-dimensional optimization, we investigate a stabilized sequential quadratic programming method for nonlinear optimization problems in infinite-dimensional Hilbert spaces. The method is shown to achieve fast local convergence even in the absence of a constraint qualification, generalizing the results obtained by (S.J. Wright 1998 and W.W. Hager 1999) in finite dimensions to this broader setting.
title Stabilized SQP Methods in Hilbert Spaces
topic Optimization and Control
url https://arxiv.org/abs/2312.14801