Stabilized SQP Methods in Hilbert Spaces

Uihlein A, Wollner W (2024)

Publication Language: English

Publication Type: Journal article

Publication year: 2024

Journal

Numerical Functional Analysis and Optimization Taylor & Francis: STM, Behavioural Science and Public Health Titles / Taylor & Francis

Pages Range: 1-33

DOI: 10.1080/01630563.2024.2384861

Abstract

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.

Authors with CRIS profile

Andrian Uihlein Lehrstuhl für Angewandte Mathematik (Kontinuierliche Optimierung)

Involved external institutions

Universität Hamburg (UHH) DE Germany (DE)

How to cite

APA:

Uihlein, A., & Wollner, W. (2024). Stabilized SQP Methods in Hilbert Spaces. Numerical Functional Analysis and Optimization, 1-33. https://doi.org/10.1080/01630563.2024.2384861

MLA:

Uihlein, Andrian, and Winnifried Wollner. "Stabilized SQP Methods in Hilbert Spaces." Numerical Functional Analysis and Optimization (2024): 1-33.

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