Stabilized SQP Methods in Hilbert Spaces

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...

Full description

Saved in:
Bibliographic Details
Published in:Numerical functional analysis and optimization Vol. 45; no. 7-9; pp. 456 - 483
Main Authors: Uihlein, Andrian, Wollner, Winnifried
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 03.07.2024
Taylor & Francis Ltd
Subjects:
Hilbert space
Infinite dimensional spaces
Optimization
Quadratic programming
stabilized SQP method
ISSN:0163-0563, 1532-2467
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary: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.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0163-0563
1532-2467
DOI:10.1080/01630563.2024.2384861