Stabilized SQP Methods in Hilbert Spaces

Autor:	Uihlein, Andrian, Wollner, Winnifried
Rok vydání:	2023
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	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.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2312.14801 Zobrazit plný text záznamu View this record from Arxiv