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...

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Vydané v:Numerical functional analysis and optimization Ročník 45; číslo 7-9; s. 456 - 483
Hlavní autori: Uihlein, Andrian, Wollner, Winnifried
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Abingdon Taylor & Francis 03.07.2024
Taylor & Francis Ltd
Predmet:
Hilbert space
Infinite dimensional spaces
Optimization
Quadratic programming
stabilized SQP method
ISSN:0163-0563, 1532-2467
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Abstract 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.
AbstractList 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.
Author Uihlein, Andrian
Wollner, Winnifried
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Snippet Based on techniques by (S.J. Wright 1998) for finite-dimensional optimization, we investigate a stabilized sequential quadratic programming method for...
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SubjectTerms Hilbert space
Infinite dimensional spaces
Optimization
Quadratic programming
stabilized SQP method
Title Stabilized SQP Methods in Hilbert Spaces
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