The lagrange-newton method for infinite-dimensional optimization problems
作者:
Walter Alt,
期刊:
Numerical Functional Analysis and Optimization
(Taylor Available online 1990)
卷期:
Volume 11,
issue 3-4
页码: 201-224
ISSN:0163-0563
年代: 1990
DOI:10.1080/01630569008816371
出版商: Marcel Dekker, Inc.
关键词: AMS subject classification. 49D05;AMS subject classification. 49D15;AMS subject classification. 65K05;Lagrange-Newton method;sequential quadratic programming;infinite-dimensional optimization
数据来源: Taylor
摘要:
This paper investigates local convergence properties of the Lagrange-Newton method for optimization problems in reflexive Banach spaces. Sufficient conditions for quadratic convergence of optimal solutions and Lagrange multipliers are given. The results are applied to optimal control problems.
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