Superlinear Convergence of Affine-Scaling Interior-Point Newton Methods for Infinite-Dimensional Nonlinear Problems with Pointwise Bounds

DOI10.1137/S0363012997325915MaRDI QIDQ4507441zbMATH OpenFDO

Authors Michael Ulbrich, Stefan Ulbrich

Publication date 18 October 2000

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

zbMATH Keywords

nonlinear programmingoptimal controloptimality conditionsinfinite-dimensional optimizationsuperlinear convergencetrust-region methodsaffine scalingbound constraintsinterior-point algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Interior-point methods (90C51) Programming in abstract spaces (90C48)

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Cited in

(20)

• An interior-point affine-scaling trust-region method for semismooth equations with box constraints
• Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints
• The convergence of an interior point method for an elliptic control problem with mixed control-state constraints
• Inexact-Newton method for solving operator equations in infinite-dimensional spaces
• Primal-dual interior-point methods for PDE-constrained optimization
• Computing multiple solutions of topology optimization problems
• An adaptive regularization method in Banach spaces
• On the interplay between interior point approximation and parametric sensitivities in optimal control
• On two numerical methods for state-constrained elliptic control problems
• On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations
• Elliptic optimal control problems with L^1-control cost and applications for the placement of control devices
• Local convergence of the interior-point Newton method for general nonlinear programming
• Robust error estimates for regularization and discretization of bang-bang control problems
• On affine-scaling interior-point Newton methods for nonlinear minimization with bound constraints
• Superlinear convergence of the control reduced interior point method for PDE constrained optimization
• Properties and construction of NCP functions
• A trust region interior point algorithm for infinite dimensional nonlinear programming
• \texttt{trlib}: a vector-free implementation of the GLTR method for iterative solution of the trust region problem
• An interior point method designed for solving linear quadratic optimal control problems with \(hp\) finite elements
• Elliptic control by penalty techniques with control reduction

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