A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces

In this paper, we propose a stabilized sequential quadratic programming (SQP) method for optimization problems in function spaces. A form of the problem considered in this paper can widely formulate many types of applications, such as obstacle problems, optimal control problems, and so on. Moreover,...

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Vydané v:	Numerical functional analysis and optimization Ročník 44; číslo 9; s. 867 - 905
Hlavný autor:	Yamakawa, Yuya
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Abingdon Taylor & Francis 04.07.2023 Taylor & Francis Ltd
Predmet:	Asymptotic KKT conditions Asymptotic methods Banach space Function space global convergence Optimal control Optimization PDE constrained optimization Quadratic programming stabilized SQP method
ISSN:	0163-0563, 1532-2467
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