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Global convergence of inexact reduced sqp methods*

 

作者: H. Jäger,   E.W. Sachs,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1997)
卷期: Volume 7, issue 2  

页码: 83-110

 

ISSN:1055-6788

 

年代: 1997

 

DOI:10.1080/10556789708805646

 

出版商: Gordon and Breach Science Publishers

 

关键词: Reduced SQP Methods;Infinite.Dimensional Optimization;Global Convergence

 

数据来源: Taylor

 

摘要:

In this paper we consider infinite dimensional optimization problems with equality constraints. The basic underlying algorithm is a reduced SQP method. We give a global convergence proof in Hilbert space and extend this analysis to inexact reduced SQP methods. These methods are useful when discretizing the infinite dimensional problems and solving the resulting large scale discretized optimization problems. The convergence analysis takes into account the Maratos effect which occurs for nonsmooth norms. The inexact reduced SQP method is applied to a discretized parabolic control problem

 

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