Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems

DOI10.1137/S0363012996298795zbMath0946.65047MaRDI QIDQ4943723

Ekkehard W. Sachs, F. Leibfritz

Publication date: 19 March 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

optimal controlconvergencesequential quadratic programminginterior point methodlarge scale optimizationinexact SQP method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Existence theories for optimal control problems involving partial differential equations (49J20) Methods of successive quadratic programming type (90C55)

Related Items (14)

A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints ⋮ Discretization of parameter identification in PDEs using neural networks ⋮ A Projected Gradient and Constraint Linearization Method for Nonlinear Model Predictive Control ⋮ Effect of inexact adjoint solutions on the discrete-adjoint approach to gradient-based optimization ⋮ Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ The convergence of an interior point method for an elliptic control problem with mixed control-state constraints ⋮ Newton-type methods: a broader view ⋮ Reduced order output feedback control design for PDE systems using proper orthogonal decomposition and nonlinear semidefinite programming ⋮ Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems ⋮ An interior penalty method for optimal control problems with state and input constraints of nonlinear systems ⋮ The Tangential Cone Condition for Some Coefficient Identification Model Problems in Parabolic PDEs ⋮ An inexact ℓ₁penalty SQP algorithm for PDE-constrained optimization with an application to shape optimization in linear elasticity ⋮ A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization ⋮ Iterative regularization for constrained minimization formulations of nonlinear inverse problems

This page was built for publication: Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems