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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Veröffentlicht in:Numerical functional analysis and optimization Jg. 45; H. 7-9; S. 456 - 483
Hauptverfasser: Uihlein, Andrian, Wollner, Winnifried
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Abingdon Taylor & Francis 03.07.2024
Taylor & Francis Ltd
Schlagworte:
Hilbert space
Infinite dimensional spaces
Optimization
Quadratic programming
stabilized SQP method
ISSN:0163-0563, 1532-2467
Online-Zugang:Volltext
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Zusammenfassung: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.
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ISSN:0163-0563
1532-2467
DOI:10.1080/01630563.2024.2384861